Implementation Risk in Portfolio Backtesting: A Previously Unquantified Source of Error

By Don Yin, Takeshi Miki, Vladislav Lesnichenko, Vasyl Gural

Published 2026-03-19

Everscope rating

1887.7

Relevance to quantitative trading

9 / 10

Implementation complexity

5 / 10

Reproducibility

5 / 5

About this paper

Methodology: Multi-Engine Cross-Validation with Causal Isolation. Problem types: Portfolio Optimization, Risk Management, Causal Inference.

arXiv:2603.20319 · Code · Paper rankings

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