[2025-11-07 Fri (UTC), no new articles found for q-finTR Trading and Market Microstructure]

Haofei Yu, Fenghai Li, Jiaxuan You: LiveTradeBench: Seeking Real-World Alpha with Large Language Models https://arxiv.org/abs/2511.03628 https://arxiv.org/pdf/2511.03628 https://arxiv.org/html/2511.03628

[2025-11-06 Thu (UTC), 1 new article found for q-finTR Trading and Market Microstructure]

Paulin Aubert, Etienne Chevalier, Vathana Ly Vath: Option market making with hedging-induced market impact https://arxiv.org/abs/2511.02518 https://arxiv.org/pdf/2511.02518 https://arxiv.org/html/2511.02518

Mohl, Frey, Leyland, Li, Nigmatulin, Cucuringu, Zohren, Foerster, Calinescu: JaxMARL-HFT: GPU-Accelerated Large-Scale Multi-Agent Reinforcement Learning for High-Frequency Trading https://arxiv.org/abs/2511.02136 https://arxiv.org/pdf/2511.02136 https://arxiv.org/html/2511.02136

Patrick Cheridito, Jean-Loup Dupret, Zhexin Wu: ABIDES-MARL: A Multi-Agent Reinforcement Learning Environment for Endogenous Price Formation and Execution in a Limit Order Book https://arxiv.org/abs/2511.02016 https://arxiv.org/pdf/2511.02016 https://arxiv.org/html/2511.02016

[2025-11-05 Wed (UTC), 3 new articles found for q-finTR Trading and Market Microstructure]

Belov, Dubov, Ivanov, Maslov, Proshina, Malyshkin: Trade Execution Flow as the Underlying Source of Market Dynamics https://arxiv.org/abs/2511.01471 https://arxiv.org/pdf/2511.01471 https://arxiv.org/html/2511.01471

Andrea Macr\`i, Sebastian Jaimungal, Fabrizio Lillo: Deep reinforcement learning for optimal trading with partial information https://arxiv.org/abs/2511.00190 https://arxiv.org/pdf/2511.00190 https://arxiv.org/html/2511.00190

[2025-11-04 Tue (UTC), 1 new article found for q-finTR Trading and Market Microstructure]

Ali Raza Jafree, Konark Jain, Nick Firoozye: When AI Trading Agents Compete: Adverse Selection of Meta-Orders by Reinforcement Learning-Based Market Making https://arxiv.org/abs/2510.27334 https://arxiv.org/pdf/2510.27334 https://arxiv.org/html/2510.27334

[2025-11-03 Mon (UTC), 1 new article found for q-finTR Trading and Market Microstructure]

Konark Jain, Nick Firoozye, Jonathan Kochems, Philip Treleaven: An Impulse Control Approach to Market Making in a Hawkes LOB Market https://arxiv.org/abs/2510.26438 https://arxiv.org/pdf/2510.26438 https://arxiv.org/html/2510.26438

[2025-10-31 Fri (UTC), 1 new article found for q-finTR Trading and Market Microstructure]

[2025-10-30 Thu (UTC), no new articles found for q-finTR Trading and Market Microstructure]

Stanis{\l}aw M. S. Halkiewicz: The Omniscient, yet Lazy, Investor https://arxiv.org/abs/2510.24467 https://arxiv.org/pdf/2510.24467 https://arxiv.org/html/2510.24467

[2025-10-29 Wed (UTC), 1 new article found for q-finTR Trading and Market Microstructure]

E. Benhamou, JJ. Ohana, B. Guez, E. Setrouk, T. Jacquot: Building Trust in Illiquid Markets: an AI-Powered Replication of Private Equity Funds https://arxiv.org/abs/2510.23201 https://arxiv.org/pdf/2510.23201 https://arxiv.org/html/2510.23201

Alban Etiennea, Jean-Jacques Ohana, Eric Benhamou, B\'eatrice Guez, Ethan Setrouk, Thomas Jacquot: Revisiting the Structure of Trend Premia: When Diversification Hides Redundancy https://arxiv.org/abs/2510.23150 https://arxiv.org/pdf/2510.23150 https://arxiv.org/html/2510.23150

Ollie Olby, Rory Baggott, Namid Stillman: TABL-ABM: A Hybrid Framework for Synthetic LOB Generation https://arxiv.org/abs/2510.22685 https://arxiv.org/pdf/2510.22685 https://arxiv.org/html/2510.22685

Avirup Chakraborty: Understanding Carbon Trade Dynamics: A European Union Emissions Trading System Perspective https://arxiv.org/abs/2510.22341 https://arxiv.org/pdf/2510.22341 https://arxiv.org/html/2510.22341

Ollie Olby, Andreea Bacalum, Rory Baggott, Namid Stillman: Right Place, Right Time: Market Simulation-based RL for Execution Optimisation https://arxiv.org/abs/2510.22206 https://arxiv.org/pdf/2510.22206 https://arxiv.org/html/2510.22206

E. Benhamou, JJ. Ohana, B. Guez, E. Setrouk, T. Jacquot: PEARL: Private Equity Accessibility Reimagined with Liquidity https://arxiv.org/abs/2510.23183 https://arxiv.org/pdf/2510.23183 https://arxiv.org/html/2510.23183

Daniele Maria Di Nosse, Federico Gatta, Fabrizio Lillo, Sebastian Jaimungal: Deviations from Tradition: Stylized Facts in the Era of DeFi https://arxiv.org/abs/2510.22834 https://arxiv.org/pdf/2510.22834 https://arxiv.org/html/2510.22834

[2025-10-28 Tue (UTC), 2 new articles found for q-finTR Trading and Market Microstructure]

[2025-10-27 Mon (UTC), no new articles found for q-finTR Trading and Market Microstructure]

[2025-10-24 Fri (UTC), no new articles found for q-finTR Trading and Market Microstructure]

[2025-10-23 Thu (UTC), no new articles found for q-finTR Trading and Market Microstructure]

[2025-10-22 Wed (UTC), no new articles found for q-finTR Trading and Market Microstructure]

Jinrui Zhang: Trading with the Devil: Risk and Return in Foundation Model Strategies https://arxiv.org/abs/2510.17165 https://arxiv.org/pdf/2510.17165 https://arxiv.org/html/2510.17165

Jian'an Zhang: Tail-Safe Stochastic-Control SPX-VIX Hedging: A White-Box Bridge Between AI Sensitivities and Arbitrage-Free Market Dynamics https://arxiv.org/abs/2510.15937 https://arxiv.org/pdf/2510.15937 https://arxiv.org/html/2510.15937

Yang Li, Zhi Chen: FinFlowRL: An Imitation-Reinforcement Learning Framework for Adaptive Stochastic Control in Finance https://arxiv.org/abs/2510.15883 https://arxiv.org/pdf/2510.15883 https://arxiv.org/html/2510.15883

Luigi Foscari, Emanuele Guidotti, Nicol\`o Cesa-Bianchi, Tatjana Chavdarova, Alfio Ferrara: The Invisible Handshake: Tacit Collusion between Adaptive Market Agents https://arxiv.org/abs/2510.15995 https://arxiv.org/pdf/2510.15995 https://arxiv.org/html/2510.15995

M. I. Balakaeva, A. Yu. Veretennikov: On Bellman equation in the limit order optimization problem for high-frequency trading https://arxiv.org/abs/2510.15988 https://arxiv.org/pdf/2510.15988 https://arxiv.org/html/2510.15988

Papadakis, Dimitriou, Filandrianos, Lymperaiou, Thomas, Stamou: ATLAS: Adaptive Trading with LLM AgentS Through Dynamic Prompt Optimization and Multi-Agent Coordination https://arxiv.org/abs/2510.15949 https://arxiv.org/pdf/2510.15949 https://arxiv.org/html/2510.15949

[2025-10-21 Tue (UTC), 3 new articles found for q-finTR Trading and Market Microstructure]

Nahid Rahman, Joseph Al-Chami, Jeremy Clark: SoK: Market Microstructure for Decentralized Prediction Markets (DePMs) https://arxiv.org/abs/2510.15612 https://arxiv.org/pdf/2510.15612 https://arxiv.org/html/2510.15612

[2025-10-20 Mon (UTC), no new articles found for q-finTR Trading and Market Microstructure]

[2025-10-17 Fri (UTC), no new articles found for q-finTR Trading and Market Microstructure]

[2025-10-16 Thu (UTC), no new articles found for q-finTR Trading and Market Microstructure]

[2025-10-15 Wed (UTC), no new articles found for q-finTR Trading and Market Microstructure]

[2025-10-14 Tue (UTC), no new articles found for q-finTR Trading and Market Microstructure]

[2025-10-13 Mon (UTC), no new articles found for q-finTR Trading and Market Microstructure]

Sohaib El Karmi: A Deterministic Limit Order Book Simulator with Hawkes-Driven Order Flow https://arxiv.org/abs/2510.08085 https://arxiv.org/pdf/2510.08085 https://arxiv.org/html/2510.08085

[2025-10-10 Fri (UTC), 1 new article found for q-finTR Trading and Market Microstructure]

Natascha Hey, Eyal Neuman, Sturmius Tuschmann: Nonparametric Estimation of Self- and Cross-Impact https://arxiv.org/abs/2510.06879 https://arxiv.org/pdf/2510.06879 https://arxiv.org/html/2510.06879

[2025-10-09 Thu (UTC), 1 new article found for q-finTR Trading and Market Microstructure]

Althea Sterrett, Austin Adams: A Microstructure Analysis of Coupling in CFMMs https://arxiv.org/abs/2510.06095 https://arxiv.org/pdf/2510.06095 https://arxiv.org/html/2510.06095

Vasily Tolstikov, Marcus Wentz, Joseph Schiarizzi, Derek Ding: Concentrated N-dimensional AMM with Polar Coordinates in Rust https://arxiv.org/abs/2510.05428 https://arxiv.org/pdf/2510.05428 https://arxiv.org/html/2510.05428

[2025-10-08 Wed (UTC), 2 new articles found for q-finTR Trading and Market Microstructure]