• Home
  • Search
  • Into the microseconds: market relationships at the highest resolution using particle physics methodology
  • https://doi.org/10.1080/14697688.2025.2540410Copy DOI Icon

Into the microseconds: market relationships at the highest resolution using particle physics methodology

Show More
  • Abstract
  • Literature Map
  • References
  • Similar Papers
Abstract

This study introduces a methodology for analyzing high-frequency financial market relationships at microsecond resolution, inspired by particle physics techniques. This methodology addresses the trade-off between message data and snapshot data and provides a market behavior analysis that scales well to ultra-high resolution. By examining data from the Chicago Mercantile Exchange (CME), we analyze market interdependencies within the agriculture, energy, and metal complexes. Based on microsecond differences between markets, we reveal significant leading-following relationships among these markets, highlighting the dominant influence of corn in agriculture, crude oil in energy, and gold in metals. Additionally, we explore cross-domain interactions, revealing complex dynamics influenced by broader economic indicators. This research is the first to analyze market relationships at microsecond resolution over a complete year, which is made possible by the methodological and software infrastructure developed for particle physics at CERN (The European Organization for Nuclear Research).

Similar Papers
  • Research Article
  • Citations1

CERN@School: Forming Nationwide Collaborations for Physics Research in Schools

  • Jan 02, 2016
  • Nuclear Physics News
  • T Whyntie
  • Research Article
  • Citations35

A possible biomedical facility at the European Organization for Nuclear Research (CERN)

  • May 01, 2013
  • The British Journal of Radiology
  • M Dosanjh +2
  • Research Article
  • Citations7

The Higgs at Last

  • Sep 18, 2012
  • Scientific American
  • Michael Riordan +2
  • Research Article
  • Citations103

Knowledge leadership in global scientific research

  • Jun 01, 2012
  • The International Journal of Human Resource Management
  • Chris Mabey +2
  • PDF
  • Research Article
  • Citations13

Phase transition observations and discrimination of small cloud particles by light polarization in expansion chamber experiments

  • Mar 17, 2016
  • Atmospheric Chemistry and Physics
  • Leonid Nichman +30
  • Research Article
  • Citations6

Implementation of a bidimensional compressor for a high-energy physics experiment

  • Oct 01, 2004
  • IEEE Transactions on Nuclear Science
  • S Antinori +3
  • Conference Article
  • Citations10

Usability study to qualify a dexterous robotic manipulator for high radiation environments

  • Sep 01, 2016
  • Richard French +2
  • Conference Article
  • Citations8

Radiation hard humidity sensors for high energy physics applications using polymide-coated Fiber Bragg Gratings sensors

  • Oct 01, 2011
  • G Berruti +7
  • Book Chapter
  • Citations42

Some Socio-Historical Aspects of Multinational Collaborations in High-Energy Physics at Cern Between 1975 and 1985

  • Jan 01, 1993
  • John Krige
  • Research Article
  • Citations16

Neutron dose measurements with the GSI ball at high-energy accelerators

  • Dec 16, 2006
  • Radiation Protection Dosimetry
  • G Fehrenbacher +4
  • Research Article
  • Citations31

Modified POF Sensor for Gaseous Hydrogen Fluoride Monitoring in the Presence of Ionizing Radiations

  • May 01, 2012
  • IEEE Transactions on Instrumentation and Measurement
  • S Corbellini +6
  • Research Article

British Physics Awards

  • Feb 01, 1961
  • Physics Today
  • Dataset

European Web Sites to Watch: The European Organization for Nuclear Research, CERN

  • Aug 01, 2021
  • AAAS Articles DO Group
  • Urquhart, K
  • Conference Article
  • Citations4

Comparative Analysis of Interleaved Methods for Parallel Full-Bridge Structures Used in Particle Accelerator Power Supplies

  • Nov 01, 2018
  • R Garcia Retegui +5
  • Research Article

European Organization for Nuclear Research: Appointments

  • Jan 01, 1958
  • Nature
Cactus Communications logo

Copyright 2026 Cactus Communications. All rights reserved.