Signature-Based Optimal Execution for Statistical Arbitrage with Path-Dependent Trading Signals

By Gianmarco Morbelli, Sven Karbach, Mike Derksen

Published 2026-07-21

Everscope rating

1892

Relevance to quantitative trading

9 / 10

Implementation complexity

6 / 10

Reproducibility

4 / 5

About this paper

Methodology: Signature-Based Quadratic Reduction for Optimal Execution. Problem types: Pairs Trading, Algorithmic Execution, Optimization, Portfolio Optimization, Risk Management.

arXiv:2606.31387 · Paper rankings

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