Concave Continuation: Linking Routing to Arbitrage

By Ruichao Jiang, Long Wen

Published 2026-04-03

Everscope rating

1849.6

Relevance to quantitative trading

8 / 10

Implementation complexity

4 / 10

Reproducibility

3 / 5

About this paper

Methodology: Concave Continuation and Extended Transfer Algorithm. Problem types: Optimization, Algorithmic Execution, Market Making, Arbitrage.

arXiv:2604.02909 · Paper rankings

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