CAST: A Cross-Asset State-Space Trading System for Drawdown Control in Stock Markets

By Yu Peng, Matloob Khushi, Josiah Poon

Published 2026-09-13

Everscope rating

1530.3

Relevance to quantitative trading

9 / 10

Implementation complexity

4 / 10

Reproducibility

4 / 5

About this paper

Methodology: Cross-Asset Collaborative Kalman Filter (CoKF) with Model Predictive Control (MPC). Problem types: Time Series Forecasting, Portfolio Optimization, Risk Management, Online Learning, Optimization.

arXiv:2609.14205 · Code · Paper rankings

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