Diffusive in plain sight: An inconspicuous law of market impact

By Julius F. Bonart

Published 2026-09-09

Everscope rating

1807.1

Relevance to quantitative trading

10 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: Structural Diffusivity Constraint Framework. Problem types: Market Impact Modeling, Algorithmic Execution, No-Arbitrage Theory, Optimal Execution, Price Formation Theory, Market Microstructure Invariance.

arXiv:2606.07059 · Paper rankings

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