Optimal Execution with Passive Market Impact

By Alexander Barzykin, Robert Boyce, Eyal Neuman, Sturmius Tuschmann

Published 2026-07-31

Everscope rating

1543.2

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: Mesoscopic Optimal Execution with Passive Impact. Problem types: Algorithmic Execution, Optimization, Market Making, Risk Management.

arXiv:2607.28323 · Paper rankings

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