Trading with market resistance and concave price impact
Fuente:
arXiv
Saved in:
| Main Authors: | De Carvalho, Nathan, Chahdi, Youssef Ouazzani, Szymanski, Grégoire |
|---|---|
| Format: | Preprint |
| Published: |
2026
|
| Subjects: | |
| Online Access: | |
| Tags: |
Add Tag
No Tags, Be the first to tag this record!
|
Similar Items
A theory of passive market impact
by: Chahdi, Youssef Ouazzani, et al.
Published: (2024)
by: Chahdi, Youssef Ouazzani, et al.
Published: (2024)
Option market making with hedging-induced market impact
by: Aubert, Paulin, et al.
Published: (2025)
by: Aubert, Paulin, et al.
Published: (2025)
The Subtle Interplay between Square-root Impact, Order Imbalance & Volatility II: An Artificial Market Generator
by: Maitrier, Guillaume, et al.
Published: (2025)
by: Maitrier, Guillaume, et al.
Published: (2025)
The "double" square-root law: Evidence for the mechanical origin of market impact using Tokyo Stock Exchange data
by: Maitrier, Guillaume, et al.
Published: (2025)
by: Maitrier, Guillaume, et al.
Published: (2025)
A unified theory of order flow, market impact, and volatility
by: Muhle-Karbe, Johannes, et al.
Published: (2026)
by: Muhle-Karbe, Johannes, et al.
Published: (2026)
Model Predictive Control For Trade Execution
by: McAuliffe, Thomas P., et al.
Published: (2026)
by: McAuliffe, Thomas P., et al.
Published: (2026)
A Modern Paradigm for Algorithmic Trading
by: Glattfelder, James B., et al.
Published: (2025)
by: Glattfelder, James B., et al.
Published: (2025)
Strategic Learning and Trading in Broker-Mediated Markets
by: Aqsha, Alif, et al.
Published: (2024)
by: Aqsha, Alif, et al.
Published: (2024)
An Application of the Ornstein-Uhlenbeck Process to Pairs Trading
by: Suchato, Jirat, et al.
Published: (2024)
by: Suchato, Jirat, et al.
Published: (2024)
An End-To-End LLM Enhanced Trading System
by: Zhou, Ziyao, et al.
Published: (2025)
by: Zhou, Ziyao, et al.
Published: (2025)
China and G7 in the Current Context of the World Trading
by: Gonchar, N. S., et al.
Published: (2025)
by: Gonchar, N. S., et al.
Published: (2025)
Optimal Trading in Automated Market Makers with Deep Learning
by: Jaimungal, Sebastian, et al.
Published: (2023)
by: Jaimungal, Sebastian, et al.
Published: (2023)
Dynamic Collateral Control for Permissionless Spot Perpetual Basis Trading
by: Krestenko, Anatoly, et al.
Published: (2026)
by: Krestenko, Anatoly, et al.
Published: (2026)
To Hedge or Not to Hedge: Optimal Strategies for Stochastic Trade Flow Management
by: Bergault, Philippe, et al.
Published: (2025)
by: Bergault, Philippe, et al.
Published: (2025)
Trading Electrons: Predicting DART Spread Spikes in ISO Electricity Markets
by: Hubert, Emma, et al.
Published: (2026)
by: Hubert, Emma, et al.
Published: (2026)
Dynamic Grid Trading Strategy: From Zero Expectation to Market Outperformance
by: Chen, Kai-Yuan, et al.
Published: (2025)
by: Chen, Kai-Yuan, et al.
Published: (2025)
High-Frequency Trading Liquidity Analysis | Application of Machine Learning Classification
by: Bhatia, Sid, et al.
Published: (2024)
by: Bhatia, Sid, et al.
Published: (2024)
Calculating Profits and Losses for Algorithmic Trading Strategies: A Short Guide
by: Glattfelder, James B., et al.
Published: (2024)
by: Glattfelder, James B., et al.
Published: (2024)
Trading Large Orders in the Presence of Multiple High-Frequency Anticipatory Traders
by: Xu, Ziyi, et al.
Published: (2024)
by: Xu, Ziyi, et al.
Published: (2024)
MM-DREX: Multimodal-Driven Dynamic Routing of LLM Experts for Financial Trading
by: Chen, Yang, et al.
Published: (2025)
by: Chen, Yang, et al.
Published: (2025)
ClusterLOB: Enhancing Trading Strategies by Clustering Orders in Limit Order Books
by: Zhang, Yichi, et al.
Published: (2025)
by: Zhang, Yichi, et al.
Published: (2025)
Testing replication for an agent-based model of market fragmentation and latency arbitrage
by: Ratliff-Crain, Ethan, et al.
Published: (2026)
by: Ratliff-Crain, Ethan, et al.
Published: (2026)
Against a Universal Trading Strategy: No-Arbitrage, No-Free-Lunch, and Adversarial Cantor Diagonalization
by: Svozil, Karl
Published: (2026)
by: Svozil, Karl
Published: (2026)
Can market volumes reveal traders' rationality and a new risk premium?
by: Mariani, Francesca, et al.
Published: (2024)
by: Mariani, Francesca, et al.
Published: (2024)
Better market Maker Algorithm to Save Impermanent Loss with High Liquidity Retention
by: Yan, CY, et al.
Published: (2025)
by: Yan, CY, et al.
Published: (2025)
ESG driven pairs algorithm for sustainable trading: Analysis from the Indian market
by: Dutta, Eeshaan, et al.
Published: (2024)
by: Dutta, Eeshaan, et al.
Published: (2024)
The Market Maker's Dilemma: Navigating the Fill Probability vs. Post-Fill Returns Trade-Off
by: Albers, Jakob, et al.
Published: (2025)
by: Albers, Jakob, et al.
Published: (2025)
FinRL-DeepSeek: LLM-Infused Risk-Sensitive Reinforcement Learning for Trading Agents
by: Benhenda, Mostapha
Published: (2025)
by: Benhenda, Mostapha
Published: (2025)
Painting the market: generative diffusion models for financial limit order book simulation and forecasting
by: Backhouse, Alfred, et al.
Published: (2025)
by: Backhouse, Alfred, et al.
Published: (2025)
Consistent time travel for realistic interactions with historical data: reinforcement learning for market making
by: Ragel, Vincent, et al.
Published: (2024)
by: Ragel, Vincent, et al.
Published: (2024)
Sources and Nonlinearity of High Volume Return Premium: An Empirical Study on the Differential Effects of Investor Identity versus Trading Intensity (2020-2024)
by: Kang, Sungwoo
Published: (2025)
by: Kang, Sungwoo
Published: (2025)
Modeling metaorder impact with a Non-Markovian Zero Intelligence model
by: Ravagnani, Adele, et al.
Published: (2025)
by: Ravagnani, Adele, et al.
Published: (2025)
A Bayesian theory of market impact
by: Saddier, Louis, et al.
Published: (2023)
by: Saddier, Louis, et al.
Published: (2023)
Understanding Carbon Trade Dynamics: A European Union Emissions Trading System Perspective
by: Chakraborty, Avirup
Published: (2025)
by: Chakraborty, Avirup
Published: (2025)
Deep learning for quadratic hedging in incomplete jump market
by: Agram, Nacira, et al.
Published: (2024)
by: Agram, Nacira, et al.
Published: (2024)
A multi-factor market-neutral investment strategy for New York Stock Exchange equities
by: Gkolemis, Georgios M., et al.
Published: (2024)
by: Gkolemis, Georgios M., et al.
Published: (2024)
Generating realistic metaorders from public data
by: Maitrier, Guillaume, et al.
Published: (2025)
by: Maitrier, Guillaume, et al.
Published: (2025)
Open vs. Sealed: Auction Format Choice for Maximal Extractable Value
by: Adadurov, Aleksei, et al.
Published: (2026)
by: Adadurov, Aleksei, et al.
Published: (2026)
Bridging the Reality Gap in Limit Order Book Simulation
by: Noble, Patrick, et al.
Published: (2026)
by: Noble, Patrick, et al.
Published: (2026)
Arbitrage Analysis in Polymarket NBA Markets
by: Cheng, Guang, et al.
Published: (2026)
by: Cheng, Guang, et al.
Published: (2026)
Similar Items
-
A theory of passive market impact
by: Chahdi, Youssef Ouazzani, et al.
Published: (2024) -
Option market making with hedging-induced market impact
by: Aubert, Paulin, et al.
Published: (2025) -
The Subtle Interplay between Square-root Impact, Order Imbalance & Volatility II: An Artificial Market Generator
by: Maitrier, Guillaume, et al.
Published: (2025) -
The "double" square-root law: Evidence for the mechanical origin of market impact using Tokyo Stock Exchange data
by: Maitrier, Guillaume, et al.
Published: (2025) -
A unified theory of order flow, market impact, and volatility
by: Muhle-Karbe, Johannes, et al.
Published: (2026)