arXiv (All)
open access
NEST: Stale-Robust Tokenized-Stock Measurement for a Crypto-Treasury LETF Stack
Tokenized equities trade while listed markets are closed, so their marks could improve off-hours measurement along layered exposures that link Bitcoin, crypto-treasury stocks, and leveraged ETFs. A token return and the next opening gap, however, share the price move from the previous close to the to
Conceptio Open Archive
Analyze & explore related research in Conceptio
Connect this record directly into your research workflow or AI agent. Explore citations across open repositories, query full text, and export structured proof bundles.
This document is indexed with metadata only: full text is not available in the archive for this record. Open the official source ↗
Related documents
- NEST: Stale-Robust Tokenized-Stock Measurement for a Crypto-Treasury LETF Stack#1348771
- Time Series Forecasting Benchmarks Need Scenario-Grounded Stress Testing#1186922
- Stealing profits: Spread-based temporal hierarchy forecasting for day-ahead electricity markets#1048967
- Peer Pressure: How Relative Debt Drives Emerging Market Sovereign Spreads#274628
- Opening-Price Shortcut in Stock Prediction: A Conditional Opening Prior-and-Evidence Framework#1216030
Record · ID 1356827
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Retrieved via Conceptio: every document is proof-bundled with source, license, and retrieval metadata.
Bring this data into your agent: Connect via MCP or API · 20 free credits to start · no card required
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive
Read the Docs → · View CLI source on GitHub · Conceptio Open Knowledge Archive