Liquidity-Based Audit of AI and Algorithmic Trading Strategies

By Irene Aldridge

Published 2026-08-13

Everscope rating

1504.6

Relevance to quantitative trading

10 / 10

Implementation complexity

5 / 10

Reproducibility

4 / 5

About this paper

Methodology: Multi-Period Covariance Regret Decomposition with AR(1) Auto-Covariance Correction. Problem types: Classification, Portfolio Optimization, Risk Management, Algorithmic Execution, Market Making, Anomaly Detection, Online Learning, Optimization.

arXiv:2606.29018 · Paper rankings

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