Robustness or Crowding: Experimental Design for Trading Strategy Capacity

By Alejandro Rodríguez Domínguez, Miquel Noguer i Alonso

Published 2026-08-05

Everscope rating

1746.9

Relevance to quantitative trading

10 / 10

Implementation complexity

9 / 10

Reproducibility

3 / 5

About this paper

Methodology: Randomized Block Experiment with Within-Date Contrasts (Switchback Design). Problem types: Causal Inference, Portfolio Optimization, Risk Management, Algorithmic Execution, Market Making, Optimization.

arXiv:2608.08405 · Paper rankings

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