Switching Frictions, Heterogeneous Trading Horizons, and Long-Memory Order Flow

By Alejandro Rodríguez Domínguez

Published 2026-09-02

Everscope rating

1892.8

Relevance to quantitative trading

8 / 10

Implementation complexity

8 / 10

Reproducibility

4 / 5

About this paper

Methodology: First-Passage Renewal Aggregation with Execution-Weighted Mapping. Problem types: Portfolio Optimization, Algorithmic Execution, Market Making, Time Series Forecasting, Risk Management.

arXiv:2609.02525 · Paper rankings

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