{"id":"W7097049780","doi":"","title":"Do Retail Traders Suffer from High Frequency Traders? Working Paper","year":2012,"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":"Order (exchange); High-frequency trading; Limit (mathematics); Algorithmic trading; Order book; Trading turret","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":[0.001110972,0.0001312531,0.0003528377,0.0005577265,0.001202194,0.003461619,0.0007162723,0.0008699644,0.004032185],"category_scores_gemma":[0.007545709,0.0001850803,0.0002072834,0.001664365,0.001143817,0.0009501767,0.0005912041,0.001185668,0.0003913355],"about_ca_system_candidate":false,"about_ca_system_consensus":false,"about_ca_system_score_codex":0.003965847,"about_ca_system_score_gemma":0.003484227,"about_ca_topic_candidate":true,"about_ca_topic_consensus":false,"about_ca_topic_score_codex":0.6063986,"about_ca_topic_score_gemma":0.6339759,"domain_scores_codex":[0.99926,0.00006708828,0.00003895531,0.0001252504,0.0002397205,0.0002690091],"domain_scores_gemma":[0.9939888,0.001302783,0.002431652,0.0004860596,0.000895083,0.0008956359],"domain_codex":null,"domain_gemma":null,"domain_candidate":null,"domain_consensus":null,"study_design_codex":"observational","study_design_gemma":"observational","study_design_scores_codex":[0.0001464486,0.0001346037,0.9709625,0.00002088896,0.00003656991,0.0002287009,0.001972559,0.0002075362,0.0001952492,0.001004557,0.003095775,0.02199463],"study_design_scores_gemma":[0.00003060657,0.00003845946,0.9867195,0.00002973402,0.00004134681,0.0001545332,0.006532165,0.001195958,0.0002017801,0.0008052558,0.004234359,0.00001640564],"study_design_candidate":"observational","study_design_consensus":"observational","genre_codex":"empirical","genre_gemma":"empirical","genre_scores_codex":[0.9919606,0.0004614716,0.000106238,0.001827747,0.00001500674,0.00001436074,0.0005259544,0.000008099469,0.005080504],"genre_scores_gemma":[0.9985178,0.0002087844,0.00004609977,0.0001388899,0.00001292563,0.000002184389,0.0002263288,0.00000264638,0.0008442688],"genre_candidate":"empirical","genre_consensus":"empirical","teacher_disagreement_score":0.6063986,"threshold_uncertainty_score":0.7918388,"prediction_status":"machine_predicted_unvalidated"},"machine_scores":{"provisional":true,"baseline":true,"maturity_gate_passed":false,"score_opus":0.06756671547615901,"score_gpt":0.2051711334802688,"score_spread":0.1376044180041098,"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."}}