35 citations · 46 across the 5 of their papers we have counts for
5 papers
Velocity- and Regime-Aware Detection of Intraday Options Market Manipulation, with Explainable Attribution
Alex Chen, Maria Hybinette
Intraday market manipulation is hard to detect because its footprint is brief, buried in millions of quotes, and statistically similar to ordinary volatility. Detectors reach high…
Is All the Information in the Price? LLM Embeddings versus the EMH in Stock Clustering
Bingyang Wang, Grant Johnson, Maria Hybinette +1
This paper investigates whether artificial intelligence can enhance stock clustering compared to traditional methods. We consider this in the context of the semi-strong Efficient M…
The Importance of Low Latency to Order Book Imbalance Trading Strategies
David Byrd, Sruthi Palaparthi, Maria Hybinette +1
There is a pervasive assumption that low latency access to an exchange is a key factor in the profitability of many high-frequency trading strategies. This belief is evidenced by t…
How to Evaluate Trading Strategies: Single Agent Market Replay or Multiple Agent Interactive Simulation?
Tucker Hybinette Balch, Mahmoud Mahfouz, Joshua Lockhart +2
We show how a multi-agent simulator can support two important but distinct methods for assessing a trading strategy: Market Replay and Interactive Agent-Based Simulation (IABS). Ou…
ABIDES: Towards High-Fidelity Market Simulation for AI Research
David Byrd, Maria Hybinette, Tucker Hybinette Balch
We introduce ABIDES, an Agent-Based Interactive Discrete Event Simulation environment. ABIDES is designed from the ground up to support AI agent research in market applications. Wh…