Dynamic Collateral Control for Permissionless Spot Perpetual Basis Trading

By Anatoly Krestenko, Mikhail Butov, Rostislav Berezovskiy, Danila Bolotin

Published 2026-05-06

Everscope rating

1571.7

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

5 / 5

About this paper

Methodology: Stochastic Control with Band Intervention and Execution-Aware Validation. Problem types: Portfolio Optimization, Risk Management, Pairs Trading, Algorithmic Execution, Optimization, Stochastic Control, Market Making.

arXiv:2605.05089 · Code · Paper rankings

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