Large Signal Libraries: Equal-Weight Limits and the Divergent Spectra of Signals and PnL

By Marc Nunes

Published 2026-09-11

Everscope rating

1916.9

Relevance to quantitative trading

9 / 10

Implementation complexity

8 / 10

Reproducibility

4 / 5

About this paper

Methodology: Population Geometric Theory for Signal Libraries. Problem types: Dimensionality Reduction, Portfolio Optimization, Risk Management, Unsupervised Learning.

arXiv:2609.12477 · Paper rankings

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