Performance-Driven Causal Signal Engineering for Financial Markets under Non-Stationarity

By Lucas A. Souza

Published 2026-03-13

Everscope rating

1557.8

Relevance to quantitative trading

9 / 10

Implementation complexity

5 / 10

Reproducibility

3 / 5

About this paper

Methodology: Performance-Driven Causal Signal Engineering with Walk-Forward Optimization. Problem types: Time Series Forecasting, Risk Management, Algorithmic Execution, Optimization, Online Learning, Causal Inference.

arXiv:2603.13638 · Paper rankings

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