A new decomposition approach to modeling financial returns: Conditioning sign on magnitude

By Arsène Brou, Richard Luger

Published 2026-06-02

Everscope rating

1711.2

Relevance to quantitative trading

8 / 10

Implementation complexity

5 / 10

Reproducibility

4 / 5

About this paper

Methodology: Conditioning Sign on Magnitude (CSM). Problem types: Time Series Forecasting, Regression, Classification, Portfolio Optimization, Risk Management.

arXiv:2606.04153 · Paper rankings

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