Are Three Matrices All You Need To Beat the Market? Observable Matrix Dynamics for Portfolio Optimization

By Igor Halperin

Published 2026-07-31

Everscope rating

1556.1

Relevance to quantitative trading

9 / 10

Implementation complexity

5 / 10

Reproducibility

3 / 5

About this paper

Methodology: OMD-Portfolio: Observable Matrix Dynamics for Portfolio Optimization. Problem types: Portfolio Optimization, Time Series Forecasting, Ranking, Risk Management, Optimization, Causal Inference (transfer entropy lead-lag), Density Estimation (transition probabilities), Anomaly Detection (early-warning signals, entropy production).

arXiv:2607.27461 · Code · Paper rankings

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