Event-Time Order-Flow Memory, Operational-Time Impact, and Subordinated Market Observables

By Christopher Angstmann, Tim Gebbie

Published 2026-09-12

Everscope rating

1494.8

Relevance to quantitative trading

8 / 10

Implementation complexity

8 / 10

Reproducibility

3 / 5

About this paper

Methodology: Clock-Separated Reaction-Diffusion Order Book Framework. Problem types: Market Making, Algorithmic Execution, Risk Management.

arXiv:2609.13715 · Paper rankings

Open the interactive Everscope explorer for full analysis, charts, and paper battles.