The Bounce Has No Direction: Sign, Magnitude, and the Microstructure of Equity Return Predictability — Fourier-Residue Identities, Fejér Sums, and Evidence from US Equity and Cross-Asset Markets, 1993–2026

By Victoria Portnaya

Published 2026-05-01

Everscope rating

1781.9

Relevance to quantitative trading

9 / 10

Implementation complexity

6 / 10

Reproducibility

4 / 5

About this paper

Methodology: Fourier-Residue Identity (FRI) Decomposition with Fejér-Kernel Variance Ratio. Problem types: Time Series Forecasting, Market Making, Risk Management, Portfolio Optimization, Algorithmic Execution.

arXiv:2606.29591 · Paper rankings

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