Signature-linear trading policies for path-dependent statistical arbitrage reduce the execution problem to a finite-dimensional quadratic program and outperform classical z-score thresholds in experiments.
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A hybrid DRL system for multi-pair crypto trading with deterministic risk shielding outperforms a heuristic baseline at 10% significance on Binance futures data.
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Dynamic Multi-Pair Trading Strategy in Cryptocurrency Markets with Deep Reinforcement Learning
A hybrid DRL system for multi-pair crypto trading with deterministic risk shielding outperforms a heuristic baseline at 10% significance on Binance futures data.