Finding 6169Emerging EvidenceValidation V0
The thesis unveils a surprising 'negative drift' effect in limit order fills, revealing hidden costs when markets reverse, significantly impacting market makers and challenging traditional high-frequency trading assumptions using tests.
78%Confidence
1Evidence objects
v1Version
DraftStatus
Evidence trail
Supporting78% linkage confidence
The thesis unveils a surprising 'negative drift' effect in limit order fills, revealing hidden costs when markets reverse, significantly impacting market makers and challenging traditional high-frequency trading assumptions using tests.
key_findings bullet 1 · key_findings
Inspect source: On the generalization of machine learning models in finance: five essays on bridging the empirical gap →This Finding was extracted from the configured corpus. It is versioned, traceable, and may evolve through editorial review or new corpus evidence.