arXiv q-fin.TR Trading and Market Microstructure

[2025-08-08 Fri (UTC), no new articles found for q-finTR Trading and Market Microstructure]

Charalampos Kleitsikas, Stefanos Leonardos, Carmine Ventre: Performative Market Making https://arxiv.org/abs/2508.04344 https://arxiv.org/pdf/2508.04344 https://arxiv.org/html/2508.04344

Bruce Mizrach, Nathaniel Yoshida: The Marginal Effects of Ethereum Network MEV Transaction Re-Ordering https://arxiv.org/abs/2508.04003 https://arxiv.org/pdf/2508.04003 https://arxiv.org/html/2508.04003

[2025-08-07 Thu (UTC), 2 new articles found for q-finTR Trading and Market Microstructure]

Oriol Saguillo, Vahid Ghafouri, Lucianna Kiffer, Guillermo Suarez-Tangil: Unravelling the Probabilistic Forest: Arbitrage in Prediction Markets https://arxiv.org/abs/2508.03474 https://arxiv.org/pdf/2508.03474 https://arxiv.org/html/2508.03474

Singh, Li, Gaskin, Wu, Klinck, Michalopoulos, Poulos, Veneris: Modeling Loss-Versus-Rebalancing in Automated Market Makers via Continuous-Installment Options https://arxiv.org/abs/2508.02971 https://arxiv.org/pdf/2508.02971 https://arxiv.org/html/2508.02971

Chi-Sheng Chen, Aidan Hung-Wen Tsai: Benchmarking Classical and Quantum Models for DeFi Yield Prediction on Curve Finance https://arxiv.org/abs/2508.02685 https://arxiv.org/pdf/2508.02685 https://arxiv.org/html/2508.02685

Yu Zhang, Claudio J. Tessone: Measuring DEX Efficiency and The Effect of an Enhanced Routing Method on Both DEX Efficiency and Stakeholders' Benefits https://arxiv.org/abs/2508.03217 https://arxiv.org/pdf/2508.03217 https://arxiv.org/html/2508.03217

[2025-08-06 Wed (UTC), 1 new article found for q-finTR Trading and Market Microstructure]

Adam Darmanin, Vince Vella: Language Model Guided Reinforcement Learning in Quantitative Trading https://arxiv.org/abs/2508.02366 https://arxiv.org/pdf/2508.02366 https://arxiv.org/html/2508.02366

Yang Li, Zhi Chen: ByteGen: A Tokenizer-Free Generative Model for Orderbook Events in Byte Space https://arxiv.org/abs/2508.02247 https://arxiv.org/pdf/2508.02247 https://arxiv.org/html/2508.02247

[2025-08-05 Tue (UTC), no new articles found for q-finTR Trading and Market Microstructure]

Li Zhao, Rui Sun, Zuoyou Jiang, Bo Yang, Yuxiao Bai, Mengting Chen, Xinyang Wang, Jing Li, Zuo Bai: ContestTrade: A Multi-Agent Trading System Based on Internal Contest Mechanism https://arxiv.org/abs/2508.00554 https://arxiv.org/pdf/2508.00554 https://arxiv.org/html/2508.00554

[2025-08-04 Mon (UTC), 1 new article found for q-finTR Trading and Market Microstructure]

[2025-08-01 Fri (UTC), no new articles found for q-finTR Trading and Market Microstructure]

Aditya Nittur Anantha, Shashi Jain, Prithwish Maiti: Order Book Filtration and Directional Signal Extraction at High Frequency https://arxiv.org/abs/2507.22712 https://arxiv.org/pdf/2507.22712 https://arxiv.org/html/2507.22712

[2025-07-31 Thu (UTC), 1 new article found for q-finTR Trading and Market Microstructure]

[2025-07-30 Wed (UTC), no new articles found for q-finTR Trading and Market Microstructure]

Wu, Guan, Zhao, Song, Ying, Zhang, Pak, He, Xin, Wang, Shi: MountainLion: A Multi-Modal LLM-Based Agent System for Interpretable and Adaptive Financial Trading https://arxiv.org/abs/2507.20474 https://arxiv.org/pdf/2507.20474 https://arxiv.org/html/2507.20474

[2025-07-29 Tue (UTC), 1 new article found for q-finTR Trading and Market Microstructure]

Egil Diau: Finance as Extended Biology: Reciprocity as the Cognitive Substrate of Financial Behavior https://arxiv.org/abs/2506.00099 https://arxiv.org/pdf/2506.00099 https://arxiv.org/html/2506.00099

[2025-07-28 Mon (UTC), no new articles found for q-finTR Trading and Market Microstructure]

Giorgos Iacovides, Wuyang Zhou, Danilo Mandic: FinDPO: Financial Sentiment Analysis for Algorithmic Trading through Preference Optimization of LLMs https://arxiv.org/abs/2507.18417 https://arxiv.org/pdf/2507.18417 https://arxiv.org/html/2507.18417

[2025-07-25 Fri (UTC), no new articles found for q-finTR Trading and Market Microstructure]

Patrick Chan, Ronnie Sircar, Iosif Zimbidis: Optimal Trading under Instantaneous and Persistent Price Impact, Predictable Returns and Multiscale Stochastic Volatility https://arxiv.org/abs/2507.17162 https://arxiv.org/pdf/2507.17162 https://arxiv.org/html/2507.17162

Koushik Mondal, Balagopal G Menon, Sunil Sahadev: Modeling for the Growth of Unorganized Retailing in the Presence of Organized and E-Retailing in Indian Pharmaceutical Industry https://arxiv.org/abs/2507.17023 https://arxiv.org/pdf/2507.17023 https://arxiv.org/html/2507.17023

[2025-07-24 Thu (UTC), no new articles found for q-finTR Trading and Market Microstructure]

Jakub Micha\'nk\'ow, Pawe{\l} Sakowski, Robert \'Slepaczuk: Alternative Loss Function in Evaluation of Transformer Models https://arxiv.org/abs/2507.16548 https://arxiv.org/pdf/2507.16548 https://arxiv.org/html/2507.16548

Benhamou, Ohana, Etienne, Guez, Setrouk, Jacquot: Re-evaluating Short- and Long-Term Trend Factors in CTA Replication: A Bayesian Graphical Approach https://arxiv.org/abs/2507.15876 https://arxiv.org/pdf/2507.15876 https://arxiv.org/html/2507.15876

[2025-07-23 Wed (UTC), no new articles found for q-finTR Trading and Market Microstructure]