Traveling Waves in Equity Markets with Rank-Based Entry and Exit

By Graeme Baker, Caroline Smyth

Published 2026-08-27

Everscope rating

1707.7

Relevance to quantitative trading

8 / 10

Implementation complexity

8 / 10

Reproducibility

3 / 5

About this paper

Methodology: Mean-field limit of rank-based particle systems with birth-death dynamics. Problem types: Density Estimation, Portfolio Optimization, Risk Management, Market Making.

arXiv:2608.27156 · Paper rankings

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