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Quant Paper Radar

Every research paper we have written up, newest paper first. New arrivals are screened automatically for topical fit with systematic trading; the ones that clear it are read, written up, and — where the idea is testable on our data — backtested. Particular focus on alpha hypotheses that can be formalised and tested. The Radar also covers portfolio construction, market risk and execution where the research is directly relevant to systematic investment processes. Follow new entries by RSS.

16,915 papers screened · 588 on the radar · 1 shown

Papers are discovered, classified and scored automatically, and the analyses linked from this page are written by our research engine and have not been checked by a human editor. They may contain errors. Quant relevance indicates topical fit, not research quality or expected profitability.

Added 2026-10-19arxivq-fin.TROriginal paper ↗
From Alpha to Execution: Trading Horizons, Regimes, and Schedules under Concave Impact and Hurst Scaling
Dnyanesh Kulkarni, Revant Nayar
Classical execution models assume linear impact, diffusive prices, and an exogenous horizon. We study execution under concave power-law impact and Hurst-scaled price fluctuations, and make two contributions.
OUR BACKTEST · Sharpe -0.29 · Return -9.4% · Max DD -22.3%
Equities Optimization Transaction costs Execution Theory only
VERY HIGH QUANT RELEVANCE · 0.98Read our analysis →
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Quant Paper Radar

From Alpha to Execution: Trading Horizons, Regimes, and Schedules under Concave Impact and Hurst Scaling