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Review history

arxiv: 2606.31387 · 2 revisions

Signature-Based Optimal Execution for Statistical Arbitrage with Path-Dependent Trading Signals

1. 2026-08-02 CONDITIONAL HIGH v1.3.0-alltime-deepseek novelty 5.0
   287803 ms 25394 in 30930 out 2026-08-02T09:23:37.677119+00:00
2. 2026-07-01 UNVERDICTED LOW v0.9.1-grok novelty 6.0
   51033 ms 5696 in 1282 out 2026-07-01T02:58:19.286846+00:00