A locally-built, LLM-digested index of recent arXiv papers in quant finance, geometry/topology, and statistical ML — keyword search served straight from SQLite on this machine.
We give an algorithm and source code for a cryptoasset statistical arbitrage alpha based on a mean-reversion effect driven by the leading momentum factor in cryptoasset returns discussed in https://ssrn.com/abstract=3245641. Using empirical data, we identify the cross-section of cryptoassets for which this altcoin-Bitc…
Study compares altcoins to Bitcoin, analyzing their features and market performance.
A new index CRIX for cryptocurrencies is proposed to track market changes.
Proposes C2RM to mine cross-cryptocurrency relationships for better Bitcoin price prediction.
dYdX updates liquidity provider incentives to enhance trading efficiency.
Estimates crypto risk premia using hidden factors and finds significant integration with traditional markets.
ETF on CRIX reduces crypto risk and diversifies growth.
Kalshi prediction markets forecast cryptocurrency volatility through monetary policy and inflation signals.
Backtesting framework for CLMMs on Uniswap V3 reduces reward estimation error.