Beyond the Skew-Stickiness Ratio: Transport Geometry of Spot-Driven Variance Surface Dynamics

By Charlie Che, Pradeepta Das

Published 2026-08-12

Everscope rating

1635.8

Relevance to quantitative trading

9 / 10

Implementation complexity

7 / 10

Reproducibility

3 / 5

About this paper

Methodology: Geometric Transport Formulation of Variance Surface Dynamics. Problem types: Regression, Time Series Forecasting, Risk Management, Portfolio Optimization, Density Estimation, Optimization.

arXiv:2608.12493 · Paper rankings

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