Routing Frictions and Executable Liquidity in Fragmented Markets

By Wen-Ting Wang

Published 2026-09-17

Everscope rating

1818.4

Relevance to quantitative trading

8 / 10

Implementation complexity

9 / 10

Reproducibility

3 / 5

About this paper

Methodology: Exact Execution Reconstruction and Dependence-Adjusted Empirical Inference. Problem types: Optimization, Algorithmic Execution, Market Making, Causal Inference, Risk Management.

arXiv:2609.19013 · Paper rankings

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