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Record W3083902263

Exploration Of Stock Price Predictability In HFT With An Application In Spoofing Detection

2020· article· en· W3083902263 on OpenAlexaboutno aff
Andrew Day

Bibliographic record

VenueScholarship@Western (Western University) · 2020
Typearticle
Languageen
FieldDecision Sciences
TopicStock Market Forecasting Methods
Canadian institutionsnot available
Fundersnot available
KeywordsPredictabilityStock (firearms)High-frequency tradingComputer scienceFinancial economicsEconometricsBusinessEconomicsMathematicsAlgorithmic tradingStatisticsEngineering
DOInot available

Abstract

fetched live from OpenAlex

Today many brokerage firms use computer algorithms to make trade decisions, submit orders, and manage orders after submission. This algorithmic trading is required to maximize execution speed and so minimize the cost, market impact and risk associated with trading large volumes of securities. Traders place orders to buy or sell a given amount of a security for a specific price on an exchange. These buy and sell orders accumulate in the `order book' until they either find a counter-party for execution or are canceled. All participants can also issue market orders to buy or sell at the best available prices; these orders are immediately executed on a `first come first serve' basis.\nUsing high frequency trading (HFT) data on the Toronto Stock Exchange, provided by the TMX Group, we explore a data driven model to detect a form of high frequency price manipulation -- known as spoofing. A spoofer manipulates prices by placing limit orders which they do not intend to be executed in order to mislead other traders about the available volume of shares. The hope is that this will cause prices to move in their favor. We show that a generalized form of volume imbalance is associated with price movements and this can be manipulated by spoofing strategies. The literature argues spoofing strategies are detrimental to the integrity of markets and new models are necessary for regulators to combat them.\nThe size of the data sets we use definitely qualify for the moniker `Big Data'. The limit order book must be constructed each time an order arrives for a particular stock. This process is implemented on a distributed data system using Pyspark since it would be impossible to do so, efficiently, on a local machine. We discuss some issues and complications that arise from working with very large data sets of this type.\nWe define a generalized volume imbalance as the weight in a convex combination of two price change distributions which forms our price change model. Price changes for different stocks happen at different time scales. We remedy this issue by comparing stocks on time intervals over which they all have the same variance in their price change distributions. Statistical and goodness of fit tests using Cramer's V statistic and Kullback–Leibler divergence, respectively, are implemented to validate our model across a large collection of stocks. The model is then used to test the sensitivity of the limit order book to spoofing and derive relationships between the spoofer's constraints and their optimal decisions. These results could then be implemented by regulators as a way to flag periods of the trading day where market conditions make spoofing possible as a means to improve market surveillance.

Fetched live from OpenAlex and de-inverted. Abstracts are not stored in this database: the inverted indexes are 8.6 GB of the frame’s 9.3 GB of text, and the host has 13 GB free.

How this classification was reachedexpand

Full frame distilled prediction

Teacher imitation

Not calibrated prevalence, not ground truth. Human validation pending. Learned from the 10,348 direct Codex labels and 10,348 direct Gemma labels. Candidate is the union of thresholded teacher heads; consensus is their intersection. These outputs are machine_predicted_unvalidated and are not human labels or direct frontier model labels.

metaresearch head score (Codex)0.004
metaresearch head score (Gemma)0.002
Version: codex-gemma-dda1882f352aValidation status: machine_predicted_unvalidated
Candidate categoriesnone
Consensus categoriesnone
DomainCandidate signal: none · Consensus signal: none
Study designCandidate signal: Observational · Consensus signal: Observational
GenreCandidate signal: Empirical · Consensus signal: Empirical
Teacher disagreement score0.154
Threshold uncertainty score0.892

Codex and Gemma teacher scores by category

CategoryCodexGemma
Metaresearch0.0040.002
Meta-epidemiology (narrow)0.0000.000
Meta-epidemiology (broad)0.0000.000
Bibliometrics0.0010.003
Science and technology studies0.0000.000
Scholarly communication0.0000.005
Open science0.0010.000
Research integrity0.0000.000
Insufficient payload (model declined to judge)0.0000.000

Machine scores (provisional)

The two teacher heads of the student model, read on this work. A score orders the frame for review; it never asserts a category, and the validation status ships verbatim with every row.

Baseline scores from an immature model (maturity gate not passed, 7 training rounds). Scores rank; they never assert a category.

Opus teacher head0.285
GPT teacher head0.402
Teacher spread0.117 · how far apart the two teachers sit on this one work
Validation statusscore_only:v0-immature-baseline · verbatim from the scoring run: score_only means the number may rank works, and no category label ships from it

Classification

machine, unvalidated

Machine predicted; a candidate call from one teacher head, not a consensus.

The models applied no category: nothing in the taxonomy fit this work.
Study designObservational
Domainnot available
GenreEmpirical

How this classification was reached, model by model and score by score, is at the end of the page under "How this classification was reached".

Quick stats

Citations0
Published2020
Admission routes1
Has abstractyes

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