Realtime price impact detection

By Ilija I. Zovko

Published 2026-06-11

Everscope rating

1721.7

Relevance to quantitative trading

9 / 10

Implementation complexity

4 / 10

Reproducibility

3 / 5

About this paper

Methodology: Timing-based impact detection via Poisson surprise and Fisher's method. Problem types: Anomaly Detection, Algorithmic Execution, Causal Inference, Online Learning, Survival Analysis.

arXiv:2606.13419 · Paper rankings

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