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Every paper Pith has read. Search by title, abstract, or pith.
79 papers in q-fin.TR · page 1
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LLM evolutionary optimizer boosts Bitcoin trading in backtests
MadEvolve: Evolutionary Optimization of Trading Systems with Large Language Models
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Builder defection exposes MEV surplus in arbitrage and liquidations
Imperfect Commitment in Maximal Extractable Value Auctions
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Flip noise privacy yields subsidy of μηΔ in Glosten-Milgrom trades
The Privacy Subsidy in Glosten-Milgrom: Bid-Ask Spread and Welfare under Flip-Noise Direction Observation
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Four years of futures bars give no edge to LSTM or boosting models
Sequential Structure in Intraday Futures Data: LSTM vs Gradient Boosting on MNQ
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Paid priority and discrete blocks bias prices in blockchain markets
The Viability of Blockchain Markets under Discrete Clearing and Paid Priority
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RL portfolio strategies compete with buy-and-hold in Euro Stoxx 50
Deep Reinforcement Learning Framework for Diversified Portfolio Management Across Global Equity Markets
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The paper derives the unique linear Kyle equilibrium when a market maker observes order…
The Privacy Subsidy: Kyle's $\lambda$ under Noise-Perturbed Order-Flow Observation
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Gaussian noise on order flow yields a closed-form privacy subsidy from LPs to traders
The Privacy Subsidy: Kyle's $\lambda$ under Noise-Perturbed Order-Flow Observation
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Benchmark dataset labels 6,659 rejected trades with five outcomes
RED-2400: A Public Benchmark of Algorithmically-Rejected Trading Events with Outcome Labels
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Polymarket shows single fill-side cluster for all addresses
Fill-Side Non-Retail Trading on Polymarket: An Empirical Study of Behavioral Tiers and Microstructure Signatures Under Quote-Attribution Constraints
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VVG classifier spots MNQ regime days but no strategies survive costs
A Validated Volatility-Volume-Gap Classifier for Regime Identification in MNQ Intraday Data
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Covariance between prices and order flow equals value of information
The Value of Information: A Puzzle
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Leverage scales price manipulation but shifts outcome thresholds
Manipulation, Insider Information, and Regulation in Leveraged Event-Linked Markets
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Taxonomy defines seven variants of event perpetual futures
A Taxonomy of Event-Linked Perpetual Futures: Variant Designs Beyond the Single-Market Binary Case
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Binary perpetuals need separate halt and margin rules
Resolution-Aware Perpetual Futures on Binary Prediction Markets: An Empirical Risk-Design Framework Using Polymarket Data
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Risk-constrained collateral stabilizes basis trades
Dynamic Collateral Control for Permissionless Spot Perpetual Basis Trading
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No OHLCV signal clears cost and stability hurdles in MNQ futures
Structural Limits of OHLCV-Based Intraday Signals in MNQ Futures: A Systematic Falsification Study
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Treat coordination as its own layer to fix multi-agent LLM failures
Coordination as an Architectural Layer for LLM-Based Multi-Agent Systems
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Cycles Protocol nets trade credit without risk shift or novation
Deepening the Secondary Market: Integrating Trade Credit into Market Clearing with the Cycles Protocol
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Three distinct layers detect informed trading in prediction markets
Per-Market Information Leakage and Order-Flow Skill: Two Methodological Lenses on Informed Trading in Decentralized Prediction Markets
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Three distinct layers detect informed trading in prediction markets
Per-Market Information Leakage and Order-Flow Skill: Two Methodological Lenses on Informed Trading in Decentralized Prediction Markets
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Leakage score flips from -0.33 to +0.11 on $269M Iran contract
Empirical Evaluation of Deadline-Resolved Information Leakage on Documented Polymarket Insider Cases
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Deadline score flips Iran contract leakage from negative to positive
Empirical Evaluation of Deadline-Resolved Information Leakage on Documented Polymarket Insider Cases
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Multilateral netting preserves original counterparty exposures
TradeMech: A Method to Multilaterally Net Trades Without Altering Counterparty Exposure
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The paper proposes the Visibility Graphs Relative Strength Index (VGRSI)
Visibility graphs can make money in financial markets
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LLM agents trade 76 assets autonomously for five days
AgenticAITA: A Proof-Of-Concept About Deliberative Multi-Agent Reasoning for Autonomous Trading Systems
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Score measures pre-news price moves in binary prediction markets
ForesightFlow: An Information Leakage Score Framework for Prediction Markets
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New score measures pre-event price moves in prediction markets
ForesightFlow: An Information Leakage Score Framework for Prediction Markets
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Information leakage score works for just 0.7% of Polymarket markets
Information Leakage at Population Scale: An Evaluation of the Polymarket Insider-Relevant Subpopulation, 2020-2026
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Index scores prediction market moves by credibility
The Signal Credibility Index for Prediction Markets: A Microstructure-Grounded Diagnostic with Weighted and Time-Varying Extensions
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LLM agents find crypto factors with 44.55% out-of-sample returns
From Hypotheses to Factors: Constrained LLM Agents in Cryptocurrency Markets
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Adjusted MACD beats standard version on U.S
A Volume-Price-Adjusted MACD Trading Strategy with Sensitivity Calibration for U.S. Equity Indices
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Polymarket order-book trades match on-chain truth only 59 percent of time
The Anatomy of a Decentralized Prediction Market: Microstructure Evidence from the Polymarket Order Book
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Public order book gets Polymarket trade direction right only 59% of the time
The Anatomy of a Decentralized Prediction Market: Microstructure Evidence from the Polymarket Order Book
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Prediction market prices coordinate political behavior when credible
Price as Focal Point: Prediction Markets,Conditional Reflexivity, and the Politics of Common Knowledge
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Hawkes model with pauses matches LOB volatility slopes
Extended State-dependent Hawkes Process for Limit Order Books: Mathematical Foundation and the Reproduction of Volatility Signature Plots
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Non-unique time exposes deeper market incompleteness
Non-unique time and market incompleteness
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Core agents in TTC markets found via leading eigenvector
Fast Core Identification
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Only one in six LPs avoids losses in Base CLMM pools
Liquidity provision in CLMMs: evidence from transactions data
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Linear M&A contracts cost more and allow broker manipulation
Pricing and Hedging Financial Derivatives in Merger\&Acquisition Deals with Price Impact
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Latent build-up phase detectable before order-book stress
Early Detection of Latent Microstructure Regimes in Limit Order Books
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Polymarket NBA markets show rare arbitrage limited by liquidity
Arbitrage Analysis in Polymarket NBA Markets
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Alternative greedy rule reverses fragmentation effects on execution and welfare
Testing replication for an agent-based model of market fragmentation and latency arbitrage
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Ethereum gas fees drop to 40-92% via peak shaving for flexible firms
On-chain Peak Shaving
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Cubic momentum rule reproduces periodic bubble-crash cycles
Dynamics of Periodic Bubbles and Crashes: Modeling Market Overheating and Panic Selling via Cubic Momentum
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No trading strategy wins across all market paths
Against a Universal Trading Strategy: No-Arbitrage, No-Free-Lunch, and Adversarial Cantor Diagonalization
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Similar AI market encodings trigger synchronized deleveraging
Representation Homogeneity and Systemic Instability in AI-Dominated Financial Markets: A Structural Approach
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Analyst voices weigh heaviest in earnings-call sentiment for predicting returns
Which Voices Move Markets? Speaker Identity and the Cross-Section of Post-Earnings Returns
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Rank correlation beats MAE for battery storage revenue
When Forecast Accuracy Fails: Rank Correlation and Decision Quality in Multi-Market Battery Storage Optimization
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Capital depletion aligns LLM agents to test-driven workflows
OOM-RL: Out-of-Money Reinforcement Learning Market-Driven Alignment for LLM-Based Multi-Agent Systems