Optimal Liquidation with Support and Resistance Levels under Multi-Skew Brownian Motion

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Highly relevant for understanding the mathematical underpinnings of technical analysis levels and optimal liquidation timing. It provides a rigorous framework for when 'selling at resistance' is optimal, which is directly applicable to execution algorithms and trading strategy design.

The theoretical framework is complex, involving multi-skew Brownian motion, local times, and free boundary problems. However, the paper provides closed-form criteria and numerical methods for solving the systems, making implementation feasible for quantitative researchers familiar with stochastic calculus.

The paper provides closed-form solutions, detailed proofs, and numerical validation tables in Appendix B. The author states that scripts used for figures and validation are available from the author, though no public repository link is provided in the text.