2 papers
q-fin.TR2026
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…
q-fin.ST2026
A Statistical-Finance Benchmark for Same-Day Directional Stock Prediction: Walk-Forward Evidence from SPY
Alex Chen
We study statistical predictability in daily U.S. equity prices using only information available at the market open. Using SPY from February 1, 1993 through March 15, 2024, we benc…