---
title: Measuring Informed Trading Intensity with ML
url: https://www.ml-quant.com/papers/ssrn/4505962/
site: ML-Quant (https://www.ml-quant.com)
updated: 2026-09-26
license: Summaries CC BY 4.0; links go to the original sources
index: https://www.ml-quant.com/llms.txt
identifier: SSRN 4505962
source_url: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4505962
featured: 2023-07-12
citations: unknown
topic: Trading, Microstructure & Execution
---


# Measuring Informed Trading Intensity with ML

A machine learning technique is used to create a new measure of informed trading intensity, which rises before significant announcements and affects return reversal and asset pricing.

- Source: https://papers.ssrn.com/sol3/papers.cfm?abstract_id=4505962
- Identifier: SSRN 4505962
- Released: 2021-06-15
- First featured: Quant Letter No. 7 (2023-07-12): https://www.ml-quant.com/issues/2023-07-12/
- Citations (Semantic Scholar): not tracked
- Published in: not yet
- Topic: Trading, Microstructure & Execution

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