Signal Correlation, IC, and PnL Dependence: A partial-correlation decomposition with residual-gauge invariants and ensemble bounds under Euclidean and risk metrics

By Marc Nunes

Published 2026-09-09

Everscope rating

2019.5

Relevance to quantitative trading

9 / 10

Implementation complexity

4 / 10

Reproducibility

5 / 5

About this paper

Methodology: Exact Longitudinal-Transverse Orthogonal Decomposition with Residual-Gauge Invariants. Problem types: Portfolio Optimization, Risk Management, Optimization, Dimensionality Reduction.

arXiv:2609.09588 · Paper rankings

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