The Axiomatic Trader: Latent Regularity, Information Budgets, and the Canonical Form of a Quantitative Investment System

By Jiayu Li

Published 2026-08-01

Everscope rating

1577.6

Relevance to quantitative trading

10 / 10

Implementation complexity

9 / 10

Reproducibility

4 / 5

About this paper

Methodology: Axiomatic Derivation of Canonical Investment System Architecture. Problem types: Portfolio Optimization, Risk Management, Time Series Forecasting, Optimization, Distributionally Robust Optimization, Backtest Overfitting Control, Model Selection, Capacity Constraint, Search Budget Allocation, Sizing and Position Management, Regime Detection, Information-Theoretic Generalization Bounds.

arXiv:2608.23416 · Paper rankings

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