Detecting the Unseen
Report
SummaryThe question and the answer in plain words

The study

The learning experimentWhat an AI trader learns, with held-out controls. The detector foundationA market where spoofing works, and seven detectors. ResultsSpoofs against honest look-alikes and volatile markets. What kind of teaching works?Examples, a rule, or the law. And how to dodge it. An AI challengerA search program hunts for spoofs the law-based detector misses. What it meansThe answer, its limits and the sources.

Explore

Research LabPick a market situation and see how every detector reacts. Watch one spoofThe wall goes up, the order fills, the wall vanishes.

The paper

Research report Summary: the project in five minutes Analytics explorer References Progress Code on GitHub

Research Lab

Choose a situation. Watch every detector.

Market situations from calm trading to determined spoofers, every detector, and every number taken from the experiments. Some situations are honest, so the right answer is silence; some are spoofs, so the right answer is an alert.

Situation

Size of the large order

Values come from Parts 1 to 3 of the study, each with its own alert threshold set on normal trading. "Not tested" means that detector was not run on that situation, so no number is invented. The classifier works on individual orders, so it has no figure for whole stretches of normal trading. How each detector works.