Short-horizon mean reversion in cryptocurrency markets: a matched cross-market measurement

By Nadav A. Kitron, Jonathan M. Wengrowicz

Published 2026-08-22

Everscope rating

1642.6

Relevance to quantitative trading

8 / 10

Implementation complexity

4 / 10

Reproducibility

5 / 5

About this paper

Methodology: Constrained Distributed-Lag Autoregressive Logit with Matched Cross-Market Walk-Forward Protocol. Problem types: Classification, Time Series Forecasting, Market Making, Risk Management.

arXiv:2608.21888 · Code · Paper rankings

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