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Tag Archives: Dan Gross
Dan Gross is wrong about the (in)utility of the prediction markets.
… says the Spectrum blogger (Steven Cherry), in a long defense.
Posted in Analysis (Meta)
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Tagged Dan Gross, event derivative markets, event derivatives, prediction markets, Steven Cherry
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Prediction markets are forecasting tools of convenience that feed on advanced indicators.
Why were the political prediction markets so wrong about Barak Obama and Hillary Clinton in New Hampshire? …asks Slate’s Daniel Gross —via Mister Usability (Alex Kirtland), who needs to go and get his own gravatar. So, I’ve been watching the … Continue reading →
Posted in Analysis (Accuracy & Precision), Analysis (Meta), Exchanges & Markets, Leading & Lagging Indicators, Market Expiry, Market Liquidity, Market Prices & Probabilities, Prediction Journalism
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Tagged 2008 US elections, 2008 US presidential elections, Alex Kirtland, Barack Obama, Barak Obama, BetFair, business professor, Chris Masse, Dan Gross, Daniel Gross, Donald Luskin, economist, Emile Servan-Scheiber, Emile Servan-Schreiber, event derivative markets, event derivatives, experts, failure, fiasco, forecasting tool of convenience, Forrest Nelson, France, Hillary Clinton, InTrade, Iowa, Justin Wolfers, Markos Moulitsas, Michael Giberson, New Hampshire, NewsFutures, Niall O'Connor, Pennsylvania, Politics, polls, prediction markets, pundits, Robin Hanson, success, The Netherlands, the University of Pennsylvania's Wharton School, ultimate forecasting tool, United States, US elections, US politics, US President, US presidential elections, western Europe
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