{"id":"W7095964531","doi":"","title":"Intraday Predictability of Market Microstructure Statistics and Technical Trading Rules","year":2007,"lang":"en","type":"article","venue":"","topic":"Financial Markets and Investment Strategies","field":"Economics, Econometrics and Finance","cited_by":0,"is_retracted":false,"has_abstract":true,"ca_institutions":"","funders":"","keywords":"Predictability; Market microstructure; Algorithmic trading; Trading strategy; Alternative trading system; Pairs trade; High-frequency trading; Flash trading; Database transaction; Electronic trading","routes":{"ca_aff":false,"ca_fund":false,"ca_venue":false,"about_ca":true,"invisible_to_affiliation_only":true},"retraction":null,"screen":null,"direct_labels":[],"prediction":{"model_version":"metacan-v3-hybrid-931329e0061c","candidate_categories":[],"consensus_categories":[],"category_scores_codex":[0.002594283,0.0003760671,0.0005208148,0.001912874,0.000198567,0.001491853,0.0003468209,0.0004142782,0.0008900148],"category_scores_gemma":[0.01901556,0.0003505698,0.0004491176,0.00189329,0.0004708834,0.001534075,0.0005871934,0.0006541488,0.0002693944],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.0006695269,"about_ca_system_score_gemma":0.000404134,"about_ca_topic_candidate":false,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.008437357,"about_ca_topic_score_gemma":0.01148938,"domain_scores_codex":[0.9991195,0.0001680649,0.0001028719,0.0001952501,0.0003200635,0.00009424658],"domain_scores_gemma":[0.9743161,0.009990023,0.0110567,0.002377311,0.00178962,0.0004702836],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"simulation_or_modeling","study_design_scores_codex":[0.0002223862,0.00008595415,0.9576926,0.00004619691,0.0003081055,0.0001932569,0.0002631986,0.01768429,0.001867213,0.002464466,0.0005018968,0.01867046],"study_design_scores_gemma":[0.000007106306,0.00006782493,0.9506449,0.000009526317,0.0000519949,0.00007852672,0.00006964218,0.04624068,0.0008102774,0.001542403,0.00045427,0.00002279227],"study_design_candidate":"simulation_or_modeling","study_design_consensus":null,"genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9914615,0.0003378018,0.00576628,0.0001302003,0.00001277756,0.00001572026,0.0008327166,0.00005673667,0.001386264],"genre_scores_gemma":[0.9983143,0.0001242711,0.000502499,0.00001057765,0.00002881639,0.000004434521,0.0008096036,0.000006450787,0.0001990435],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.008437357,"threshold_uncertainty_score":0.0167765,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.01329991521114023,"score_gpt":0.2104841291107977,"score_spread":0.1971842138996575,"validation_status":"score_only:v0-immature-baseline","note":"Baseline scores from an immature model (maturity gate not passed). Scores rank; they never assert a category."}}