5545 papers from arXiv and SSRN, each scored for math complexity and empirical rigor, distilled into a visual flowchart — so you can judge in 30 seconds whether a paper is theory, evidence, or noise. How scoring works →
The strongest of the last 30 additions, ranked by rigor-weighted score.
We develop a framework for calibrating passive market impact, defined as the price response to liquidity-providing limit orders, in contrast to the impact of liquidity-consuming market orders. We build on the model of …
We develop a no-arbitrage framework to recover implied fee rates from option-implied information and quantify fee compensation for liquidity providers in automated market maker (AMM) pools. Expected accumulated fees …
We study how contemporaneous equity-return transmission shapes systemic exposure among 51 listed European banks. Using a recursive non-Gaussian network model on volatility-standardized returns, we construct two …
This paper presents a framework for pricing catastrophe (CAT) bonds in incomplete markets through Riemannian geometric optimization of financial entropy. We formulate pricing-measure selection as a maximum financial …
Papers scoring 8+/10 on empirical rigor — real data, real backtests, implementation detail.
Holy Grail Rigor 8.5
Holy Grail Rigor 9
Holy Grail Rigor 9
Holy Grail Rigor 9
Holy Grail Rigor 9
Holy Grail Rigor 9
Lab Rats Oct 29
Lab Rats Oct 29
Holy Grail Oct 29
Holy Grail Oct 29
Lab Rats Oct 29
Holy Grail Oct 29
Data → storage → backtest → deploy, with costs
Method notes that moved a headline 46.8% → 30.9%
Is your best backtest luck? DSR, PSR, minimum track record
What variance does to identical edges
GB/day, storage tiers, and feed cost for your universe
Buy vs. rent the GPU, with your numbers
Turnover × cost × impact: net Sharpe and the 2× stress
The AUM at which the edge equals the impact
How much of Kelly to bet on an estimated edge
The leverage path, the gap, and the turnover bill
Survivorship handling beats price
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