The Cost of a Free Lunch: Evidence from U.S. Derivatives Markets

By Useong Shin

Published 2026-05-26

Everscope rating

1698

Relevance to quantitative trading

8 / 10

Implementation complexity

6 / 10

Reproducibility

3 / 5

About this paper

Methodology: Reduced-form GBM path-risk regression with HAC inference and LOYO validation. Problem types: Regression, Risk Management, Market Making.

arXiv:2604.19604 · Paper rankings

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