Data-Driven Measures of High-Frequency Trading

By Gbenga Ibikunle, Ben Moews, Dmitriy Muravyev, Khaladdin Rzayev

Published 2026-08-01

Everscope rating

1487.8

Relevance to quantitative trading

9 / 10

Implementation complexity

6 / 10

Reproducibility

3 / 5

About this paper

Methodology: Extremely Randomized Trees Ensemble with 2SLS IV Estimation. Problem types: Regression, Causal Inference, Market Making, Algorithmic Execution.

arXiv:2608.00858 · Paper rankings

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