---
title: An Arbitrage Approach to Informed Order Flow
url: https://www.ml-quant.com/papers/ssrn/4494763/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4494763
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4494763
featured: 2023-07-05
citations: 0
topic: Trading, Microstructure & Execution
---


# An Arbitrage Approach to Informed Order Flow

A new model analyzes the impact of informed order flows on price impacts and generates fire sales.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4494763
- Identifier: SSRN 4494763
- Released: 2023-06-29
- First featured: Quant Letter No. 6 (2023-07-05): https://www.ml-quant.com/issues/2023-07-05/
- Citations (Semantic Scholar): 0
- Published in: not yet
- Topic: Trading, Microstructure & Execution

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