Lead-Lag Relationships in Financial Markets: A Comparison of Multiple Clustering Algorithms

By Ruichen Deng, Yichi Zhang

Published 2026-08-25

Everscope rating

1130.8

Relevance to quantitative trading

8 / 10

Implementation complexity

6 / 10

Reproducibility

3 / 5

About this paper

Methodology: Multi-algorithm clustering comparison for lead-lag detection. Problem types: Clustering, Time Series Forecasting, Pairs Trading, Algorithmic Execution, Risk Management, Unsupervised Learning.

arXiv:2608.24703 · Paper rankings

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