When Does Order Flow Matter? State-Dependent L2 Liquidity-State Transitions in Crypto Futures

By Joohyoung Jeon

Published 2026-07-10

Everscope rating

1539.9

Relevance to quantitative trading

8 / 10

Implementation complexity

6 / 10

Reproducibility

4 / 5

About this paper

Methodology: Staged L2 Liquidity-State Transition Prediction with Event-Clustered Out-of-Sample Validation. Problem types: Classification, Time Series Forecasting, Market Making.

arXiv:2607.09230 · Paper rankings

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