Abusive Messaging Detection
Elise Fleischaker
The Abusive Messaging Detection model identifies patterns of disruptive or excessive order activity. Quote Stuffing Quote stuffing is a messaging pattern designed to disrupt normal market operations by introducing latency into an exchange's quoting engine. This latency prevents other market participants from trading as intended, and can be used as a component of a number of abusive messaging strategies.  The Neurensic Abusive Messaging Detection identifies quote stuffing using a dynamic pattern detection algorithm that eschews the traditional measurements of messages per second in favor of intensity and
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