Prediction Markets + Market Predictions = Collective Forecasting That Pays Off

JFK + The passing of time + The prediction markets

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A president of the United States Of America was assassinated in Dallas, on Friday, November 22, 1963. That was the 9/11 of that era.

Following the arrest (and assassination) of Lee Harvey Oswald, a number of people advocated his innocence —and, instead, claimed that the death of JFK was the result of a CIA–FBI–Military conspiracy. A short list of conspiracy theorists goes like this:

- Lee Harvey Oswald himself (“I am just a patsy!“);

- His mother (who claimed that her son actually worked for the FBI);

- Mark Lane (Oswald’s post-mortem attorney);

- Colonel L. Fletcher Prouty (who fed Jim Garrison with conspiracy theories);

- Jim Garrison (who unsealed the Zapruder film);

- Many commentators who interpreted the Zapruder film as showing that one bullet came from the “grassy knoll” (situated in front of Kennedy, on the right side of the road), since JFK’s head went violently backward;

- and, of course, Oliver Stone.

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At least 3 facts infirm the hypothesis that Lee Harvey Oswald was either a member of a conspiracy or a decoy aimed at distracting attention from the real conspirators (and, hence, also a victim of that conspiracy):

  1. We know now that Oswald tried to kill the General Walker (of the John Birch Society), some months before the JFK assassination. He also had views on Nixon. He failed with Walker and Nixon, but succeeded with Kennedy.
  2. The fact that JFK’s head went violently backward is a normal nervous reaction from someone shot in the head from behind.
  3. 45 years after the JFK assassination, supposedly plotted by the top brass at the FBI, the CIA and the Military, nobody has ever come forward with a tell-all story that could make him/her filthy rich thru books, movies, and merchandising.

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The key point is the passing of time.

The conspiracy theories didn’t pan out.

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The (contemporary) prediction markets appeared on the scene in 1988. Since 2003 (with PAM) and 2004 (with “The Wisdom Of Crowds”), the mass media and the vertical media have published many stories about the predictive power of the prediction markets (quoting Robin Hanson and Justin Wolfers), how “impressive” and fascinating all this is, and how numerous could be the applications of this new forecasting tool.

In 2009, the reality check is that it didn’t pan out. The public prediction markets are far from being “impressive”, and no success story has ever been published about the enterprise prediction markets.

We need to reset and reboot the field of the prediction markets.

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Previously: The truth about prediction markets

6 Comments to JFK + The passing of time + The prediction markets

  1. February 21, 2009 at 2:36 AM | Permalink

    In 2009, the reality check is that it didn’t pan out. The public stock markets are far from being “impressive”, and no success story has ever been published about them. They cannot predict the future performance of a company. In fact, if you observe the analysts (the best and most reliable of them), you do not need markets to understand how good a public company is. The analysts tell you. Markets failed to predict the failure of the financial system. Heck, they did not even predict 9/11, despite the trillions of dollars being exchanged every day! So much for “markets incorporate all available information”! They just *react* to events! They cannot predict them!

    We need to reset and reboot the field of the markets in general!

  2. February 21, 2009 at 2:00 PM | Permalink

    The failure of the financial system does make it extremely difficult for prediction markets to be taken seriously. The EPM companies have to be de-stressing the market metaphor at this point, right?

    But with some care, a lot of market pathologies and be avoided or mitigated. It is easier for markets to go crazy when pricing perpetuities like stocks. (Not to mention opaque markets that are never priced, only to explode at some point.) Leaving aside capitalization, if you want predict earnings, futures with defined maturities would be less susceptible to that sort of thing. (Although a lot of care needs to be taken with the contract definition.) Comparing these EPS futures to stocks would be interesting too as they could help separate stock price changes due to earnings expectations and changes due to what multiple the market is willing to pay or other structural factors.

  3. February 22, 2009 at 12:03 PM | Permalink

    European banks are in great shape I see, and if you meant to write “no impact whatsoever”, that is just denial.

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