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q-fin.TR2026
Is Trend Still Your Friend?: A Microstructural Account of the Demise of Short-Term Trend-Following
Jutta G. Kurth, Zoltan Eisler, Adam Rej +1
Systematic trend following has, on average, been profitable for at least two centuries; yet since approximately 2009, short-term trends have ceased to deliver reliable returns. Usi…
q-fin.TR2024
Optimizing Broker Performance Evaluation through Intraday Modeling of Execution Cost
Zoltan Eisler, Johannes Muhle-Karbe
Minimizing execution costs for large orders is a fundamental challenge in finance. Firms often depend on brokers to manage their trades due to limited internal resources for optimi…