Slippage-at-Risk (SaR): A Forward-Looking Liquidity Risk Framework for Perpetual Futures Exchanges

By Otar Sepper

Published 2026-03-10

Everscope rating

1940.2

Relevance to quantitative trading

9 / 10

Implementation complexity

5 / 10

Reproducibility

4 / 5

About this paper

Methodology: Slippage-at-Risk (SaR) Framework. Problem types: Risk Management, Market Making, Algorithmic Execution, Portfolio Optimization, Anomaly Detection, Causal Inference.

arXiv:2603.09164 · Paper rankings

Open the interactive Everscope explorer for full analysis, charts, and paper battles.