diff --git a/README.md b/README.md index 04969e0..890ff7d 100644 --- a/README.md +++ b/README.md @@ -2,7 +2,9 @@ [![License: AGPL v3](https://img.shields.io/badge/License-AGPL%20v3-blue.svg)](https://www.gnu.org/licenses/agpl-3.0) [![Python 3.10+](https://img.shields.io/badge/python-3.10+-blue.svg)](https://www.python.org/downloads/) -[![Paper 1](https://img.shields.io/badge/Paper%201-arXiv%3A2512.17923-b31b1b.svg)](https://arxiv.org/abs/2512.17923) +[![Paper 1](https://img.shields.io/badge/Paper%201-IEEE%20BigData%202025-success.svg)](https://arxiv.org/abs/2512.17923) +[![Paper 2 (AIAI)](https://img.shields.io/badge/Paper%202-AIAI%202026%20Accepted-success.svg)](docs/papers/paper2/aiai/) +[![Paper 2 (JRFM)](https://img.shields.io/badge/Paper%202-JRFM%20Under%20Review-yellow.svg)](docs/papers/jrfm/) [![Research](https://img.shields.io/badge/Research-PhD%20Dissertation-purple.svg)](docs/papers/research_roadmap.md) [![PostgreSQL](https://img.shields.io/badge/Database-PostgreSQL%2018.1-336791.svg)](https://www.postgresql.org/) @@ -68,8 +70,8 @@ Stable detection (68โ€“74% quarterly) persists while economic profitability coll - **Core finding**: 2023โ†’2024 structural shift driven by 0DTE adoption - **Status**: โœ… Accepted at AIAI 2026 (camera-ready May 2026) ยท ๐Ÿ”„ Under review at JRFM (MDPI) -- **Formats**: [AIAI/Springer LNCS](docs/papers/paper2/aiai/), [JFQA/Cambridge](docs/papers/paper2/jfqa/) -- **LaTeX**: [`docs/papers/paper2/`](docs/papers/paper2/) +- **Formats**: [AIAI/Springer LNCS](docs/papers/paper2/aiai/), [JRFM/MDPI](docs/papers/jrfm/) +- **LaTeX**: [`docs/papers/paper2/`](docs/papers/paper2/) (AIAI), [`docs/papers/jrfm/`](docs/papers/jrfm/) (JRFM) ### Future Directions @@ -81,7 +83,7 @@ Research extensions not pursued within this repository (cross-asset generalizati ### Obfuscation Testing -``` +```text Raw: SPY, 2024-03-15: Net GEX: -$32.9B, Flip: $485.00 Obfuscated: Day T+0, INDEX_1: Net GEX: -$32.9B, Flip: $485.00 ``` @@ -91,6 +93,7 @@ Remove dates, tickers, events โ†’ preserve only quantitative structure โ†’ force ### WHO โ†’ WHOM โ†’ WHAT Causal Framework Every detection must specify: + - **WHO**: The constrained actor (e.g., dealers with negative gamma) - **WHOM**: The affected parties (e.g., directional traders) - **WHAT**: The forced mechanism (e.g., pro-cyclical hedging amplifying volatility) @@ -100,7 +103,7 @@ Every detection must specify: | Criterion | Threshold | Purpose | |-----------|-----------|---------| | Persistence | โ‰ฅ 70% days same sign | Exceeds random binomial (~2.2ฯƒ) | -| Magnitude | โ‰ฅ $5B average |GEX| | Economically significant positioning | +| Magnitude | โ‰ฅ $5B average \|GEX\| | Economically significant positioning | | Stability | โ‰ค 5 sign flips | Sustained directional bias | --- @@ -108,14 +111,17 @@ Every detection must specify: ## Infrastructure ### Database + - **PostgreSQL 18.1**: 81.8M contracts, 50 symbols, 2020โ€“2025 (20.58 GB) - **Intraday snapshots**: Yearly-partitioned table, 21 snapshots/day ### Data Sources + - **Alpha Vantage Premium**: Historical options chains (1000 calls/min) - **Polygon.io**: Stock price data (free tier) ### LLM + - **OpenAI o4-mini**: Reasoning model via Batch API - **Cost**: $11.07 for all 2,221 evaluations @@ -123,7 +129,7 @@ Every detection must specify: ## Project Structure -``` +```text gex-llm-patterns/ โ”œโ”€โ”€ src/ โ”‚ โ”œโ”€โ”€ agents/ # LLM market mechanics agent @@ -191,6 +197,6 @@ GNU Affero General Public License v3.0 โ€” see [LICENSE](LICENSE). --- -**Last Updated**: March 2026 +**Last Updated**: April 2026 **Contact**: Christopher Regan (`cregan1@kennesaw.edu`) ยท Ying Xie (`yxie2@kennesaw.edu`) **Institution**: Kennesaw State University, College of Computing and Software Engineering