Measuring Strategy-Decay Risk: Minimum Regime Performance and the Durability of Systematic Investing

By Nolan Alexander, Frank J. Fabozzi

Published 2025-01-15

Everscope rating

1965.7

Relevance to quantitative trading

9 / 10

Implementation complexity

5 / 10

Reproducibility

3 / 5

About this paper

Methodology: Minimum Regime Performance (MRP) Framework. Problem types: Risk Management, Portfolio Optimization, Anomaly Detection, Optimization.

arXiv:2604.08356 · Paper rankings

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