White Paper
Markets Move Before News Breaks
How pre-disclosure behavioral anomalies in market microstructure are detected using only public data — grounded in two decades of peer-reviewed research from Georgia Tech.
Inside the Paper
What You'll Learn
This paper details the academic foundation, proprietary methodology, and commercial validation behind Bimini's Negative Latency Intelligence.
Academic Foundation
How Dr. Suzanne S. Lee's peer-reviewed research at Georgia Tech's Scheller College of Business — published in the Review of Financial Studies and Journal of Financial Economics — validates jump detection methodology in financial markets.
Ghost Pattern Detection
How Bimini's proprietary system detects pre-disclosure behavioral anomalies — statistically significant deviations in market microstructure consistent with informed positioning — using only public data.
Cross-Market Case Study
The GOOG-NQ correlated detection — simultaneous Ghost Patterns across equity and futures markets that preceded a 12% NASDAQ decline, timestamped publicly before the catalyst was disclosed.
Chain of Logic
How every forward-looking market assessment is delivered with a full reasoning trail — compliance-grade transparency that satisfies SEC guidance for fiduciary tool adoption.
The Intelligence Refinery
How government releases, Fed communications, regulatory filings, and market data are transformed through a proprietary economic lens into intelligence that exists nowhere else.
Implications for Fiduciaries
Why this category of intelligence — previously accessible only to quantitative hedge funds — matters for the 15,870 SEC-registered RIA firms managing $146 trillion in client assets.
Key Findings
From the Research
98%+
Detection Accuracy
Lee & Mykland (2008) demonstrated jump detection accuracy exceeding 98% at 15-minute frequency with near-zero false positive rates.
55x
Jump Probability Increase
Lee (2012) found FOMC announcements increased the predicted odds of individual stock jumps by a factor of 55 — validating the fusion of government data with market signals.
28+
Public Predictions
Timestamped on X before the events occurred — including correlated detections ahead of a 12% NASDAQ decline. Past performance does not guarantee future results.
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