SYNAPTOBOTAITHE SYNBAI ECOSYSTEM Alpha Demo ↗
◈   SYNBAI / OPEN RESEARCH ARCHIVEEDUCATION   /   SOURCE-LICENSED PDFs
SYNBAI / OPEN RESEARCH ARCHIVE

Research, with sources.

A curated collection of free, openly licensed research on cryptocurrency execution, gold and precious-metals futures, stock-index futures, and market structure. Download the original PDFs and check each paper’s scope, data, and limitations.

5 DOWNLOADABLE PDFsCRYPTO MARKETSGOLD FUTURESINDEX FUTURESMARKET STRUCTURE
A holographic research volume in a neon-green data archive with crypto, gold, and order-book panelsCurated sources · Original files · Open licences

5 OPENLY LICENSED PDFS

Market structure · Open textbook2022

Liquidity, Markets and Trading in Action: An Interdisciplinary Perspective

A course-oriented introduction to market liquidity, price formation, order handling, trading costs, market systems, and simulated equity-market trading.

Attribution: Deniz Ozenbas, Michael S. Pagano, Robert A. Schwartz, and Bruce W. Weber. Springer, 2022. DOI: 10.1007/978-3-030-74817-3. Shared unmodified under CC BY 4.0.

CC BY 4.0 · Attribution required
Index futures · Research article2020

Cost-benefit analysis of trading strategies in the stock index futures market

A simulated CSI 300 market study that compares strategy effectiveness, risk, capital use, and market-impact costs. Its results describe one model and do not predict future outcomes.

Attribution: Xiong Xiong, Yian Cui, Xiaocong Yan, Jun Liu, and Shaoyi He. Financial Innovation 6, 32 (2020). DOI: 10.1186/s40854-020-00191-4. Shared unmodified under CC BY 4.0.

CC BY 4.0 · Attribution required
Gold & precious metals · Research article2020

Night trading and market quality: Evidence from Chinese and U.S. precious metal futures markets

An empirical study of gold and silver futures trading hours, liquidity, price discovery, and volatility spillovers across two markets.

Attribution: Neil Kellard, Ying Jiang, and Xiaoquan Liu. Journal of Futures Markets 40(10), 1486–1507 (2020). DOI: 10.1002/fut.22147. Shared unmodified under CC BY 3.0.

CC BY 3.0 · Attribution required
Gold · Forecasting research2021

Forecasting Gold Prices Using Temporal Convolutional Networks

A historical comparison of ARIMA, CNN, LSTM, CNN–LSTM, and TCN methods using a long gold-price series. The paper evaluates model error; it is not a live forecast or trading system.

Attribution: Justin Fajou and Andrew McCarren. Dublin City University, 2021. Shared unmodified under CC BY 4.0.

CC BY 4.0 · Attribution required
Crypto · Execution research2024

Optimal trade execution in cryptocurrency markets

Peer-reviewed research on crypto-exchange fee schedules and the modelling of market and limit-order execution. The paper’s results are specific to its assumptions and data.

Attribution: Nils Andri Bundi, Ching-Lin Wei, and Khaldoun Khashanah. Digital Finance 6(2), 283–318 (2024). DOI: 10.1007/s42521-023-00103-y. Shared unmodified under CC BY 4.0.

CC BY 4.0 · Attribution required