Alpha Decay Modeling

Alpha Decay Modeling is a quantitative framework within statistical arbitrage that characterizes the temporal deterioration of predictive alpha signals in financial markets, distinguishing itself by explicitly modeling the rate and structure of information decay to optimize trading strategy lifetimes.

129

Publications

6K

Citations

314

Authors

151

Institutions

Publications per year

2017–2026

28

Authors

314

  1. KP
    K. P. Santhosh

    Kannur University, India

    10 publications · 251 citations

    10

    h-index

  2. OA
    O. A. P. Tavares

    Centro Brasileiro de Pesquisas Físicas, Brazil

    9 publications · 370 citations

    9

    h-index

  3. SB
    S. B. Duarte

    Centro Brasileiro de Pesquisas Físicas, Brazil

    8 publications · 319 citations

    8

    h-index

  4. AC
    A. C. Merchant

    University of Oxford, United Kingdom

    8 publications · 366 citations

    8

    h-index

  5. JR
    John Rasmussen

    Lawrence Berkeley National Laboratory, United States

    8 publications · 688 citations

    8

    h-index

1–5 of 314

Venues

  1. 16

    h-index

  2. Nuclear Physics A

    20 publications · 994 citations

    15

    h-index

  3. Physical Review

    10 publications · 682 citations

    10

    h-index

  4. Physical Review C

    PRC · 9 publications · 276 citations

    9

    h-index

  5. The European Physical Journal A

    EPJ · 8 publications · 320 citations

    8

    h-index

1–5