The Value of Information: A Puzzle

By Ohad Kadan, Asaf Manela

Published 2026-08-30

Everscope rating

1647.4

Relevance to quantitative trading

8 / 10

Implementation complexity

4 / 10

Reproducibility

4 / 5

About this paper

Methodology: Quadratic Covariation Estimation of Value of Information. Problem types: Regression, Market Making, Algorithmic Execution, Risk Management.

arXiv:2605.11180 · Paper rankings

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