DUCKQUANT / THE QUANT & AI DIRECTORY

Research & Papers

1,058 resources, ranked by in-directory PageRank

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Research paper

An Efficient Algorithm for Optimal Routing Through Constant Function M

arxiv.org

Publication: An Efficient Algorithm for Optimal Routing Through Constant Function Market Makers. Published Feb 9, 2023.

Published
Feb 9, 2023
Authors
4
53 Authority 53 / 100 Cited by 1 resources in this directory 1 discovery sources Directory record updated: 2026-10-11 How scoring works →
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Research paper

If It Walks Like an Arbitrage: Protocol-Agnostic Detection with Decida

arxiv.org

Publication: If It Walks Like an Arbitrage: Protocol-Agnostic Detection with Decidable Structural Equivalence. Published Jun 26, 2026.

Published
Jun 26, 2026
Authors
4
53 Authority 53 / 100 Cited by 1 resources in this directory 1 discovery sources Directory record updated: 2026-10-11 How scoring works →
Screenshot review pendingResource information and source links remain available.
Research paper

Portfolio liquidation under transient price impact — theoretical solu

arxiv.org

Publication: Portfolio liquidation under transient price impact -- theoretical solution and implementation with 100 NASDAQ stocks. Published Dec 13, 2019.

Published
Dec 13, 2019
Authors
3
53 Authority 53 / 100 Cited by 1 resources in this directory 1 discovery sources Directory record updated: 2026-10-11 How scoring works →
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Research paper

Stochastic Knothe-Rosenblatt: Light-speed Calibration of Stochastic Lo

arxiv.org

Publication: Stochastic Knothe-Rosenblatt: Light-speed Calibration of Stochastic Local Volatility Models. Published Sep 30, 2026.

Published
Sep 30, 2026
Authors
3
53 Authority 53 / 100 Cited by 1 resources in this directory 1 discovery sources Directory record updated: 2026-10-11 How scoring works →
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Research paper

Cleaning large-dimensional covariance matrices for correlated samples

arxiv.org

Publication: Cleaning large-dimensional covariance matrices for correlated samples. Published Jul 3, 2021.

Published
Jul 3, 2021
Authors
2
53 Authority 53 / 100 Cited by 1 resources in this directory 1 discovery sources Directory record updated: 2026-10-11 How scoring works →
Screenshot review pendingResource information and source links remain available.
Research paper

Market Making with Stochastic Liquidity Demand: Simultaneous Order Arr

arxiv.org

Publication: Market Making with Stochastic Liquidity Demand: Simultaneous Order Arrival and Price Change Forecasts. Published Jan 8, 2021.

Published
Jan 8, 2021
Authors
3
53 Authority 53 / 100 Cited by 1 resources in this directory 1 discovery sources Directory record updated: 2026-10-11 How scoring works →
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Research paper

Packets, Transactions and Queues: Design Principles for HFT Systems fr

arxiv.org

Publication: Packets, Transactions and Queues: Design Principles for HFT Systems from a Measurement Study of CME Market Data. Published Sep 26, 2026.

Published
Sep 26, 2026
Authors
1
53 Authority 53 / 100 Cited by 1 resources in this directory 1 discovery sources Directory record updated: 2026-10-11 How scoring works →
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Research paper

C++ Design Patterns for Low-latency Applications Including High-freque

arxiv.org

Publication: C++ Design Patterns for Low-latency Applications Including High-frequency Trading. Published Sep 8, 2023.

Published
Sep 8, 2023
Authors
2
53 Authority 53 / 100 Cited by 1 resources in this directory 1 discovery sources Directory record updated: 2026-10-11 How scoring works →
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Research paper

NAPLES;Mining the lead-lag Relationship from Non-synchronous and High-

arxiv.org

Publication: NAPLES;Mining the lead-lag Relationship from Non-synchronous and High-frequency Data. Published Feb 3, 2020.

Published
Feb 3, 2020
Authors
2
53 Authority 53 / 100 Cited by 1 resources in this directory 1 discovery sources Directory record updated: 2026-10-11 How scoring works →
Screenshot review pendingResource information and source links remain available.
Research paper

Universal Trading for Order Execution with Oracle Policy Distillation

arxiv.org

Publication: Universal Trading for Order Execution with Oracle Policy Distillation. Published Jan 28, 2021.

Published
Jan 28, 2021
Authors
8
53 Authority 53 / 100 Cited by 1 resources in this directory 1 discovery sources Directory record updated: 2026-10-11 How scoring works →

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