Tag Archives: liquidity

Are InTrade lying about the number of ‘predictions’ they process? — [GUEST AUTHOR]

Posted on September 13, 2011 by Guest Author

Intrade now post the following claim on their home page: Platform Metrics (More Soon) Platform operational: Since 2001 Total Predictions: 619,141,899 Average Daily Predictions: 169,589 This is just a preposterous misrepresentation of the volume of activity on the site. The … Continue reading →

Posted in All Guest Authors's Posts, Exchange & Market Management, Exchange Liquidity, Exchanges & Markets | Tagged BetFair, bets, Betting, betting markets, event derivative markets, event derivatives, InTrade, liquidity, prediction, prediction markets | Leave a comment

Prediction market stability makes prices informative, while prediction market instability generates liquidity. — [ANALYSIS]

Posted on March 11, 2011 by Chris F. Masse

Andrew Gelman finds Rajiv Sethi’s remarks interesting: Markets are impressive mechanisms for information aggregation but they’re not magic. The information has to come from somewhere, and markets are inherently always living in the phase transition between stability and instability. (It … Continue reading →

Posted in All Best Posts Ever, Analysis (Meta), Collective Forecasting, Collective Intelligence - Wisdom Of Crowds, Economics, Exchanges & Markets | Tagged bets, Betting, betting markets, event derivative markets, event derivatives, information, instability, InTrade, liquidity, Nate Silver, odds, prediction markets, prices, probabilities, Rajiv Sethi, stability | Leave a comment

BRITISH CRETINERY: The Financial Times features the InTrade probabilities —not the BetFair ones.

Posted on March 17, 2010 by Chris F. Masse

This is really stupid. The decerebrated journalos at the FT chose to feature the illiquid, Ireland-based, un-regulated InTrade prediction markets instead of the very liquid, UK-based, regulated BetFair prediction markets on the next British congress. Makes no sense at all. … Continue reading →

Posted in Collective Forecasting, Exchange Liquidity, Exchanges & Markets, Market Liquidity, Market Prices & Probabilities, Prediction Journalism | Tagged BetFair, Exchange Liquidity, Financial Times, InTrade, liquidity, Market Liquidity, probabilities | Leave a comment

What is the liquidity on InTrade’s financial prediction markets?

Posted on September 25, 2009 by Chris F. Masse

My dear honorable Carlos Graterol, I acknowledge you are a little InTrade fanboy, and that flies OK in my book. You say there are 3,000 daily transactions on the daily DJIA prediction markets. (It was much higher than that before … Continue reading →

Posted in Exchange Liquidity, Exchanges & Markets, Market Liquidity | Tagged BetFair, financial prediction markets, InTrade, liquidity, Market Liquidity, prediction markets | 4 Comments

My response on high frequency trading, price discovery, liquidity, and transaction costs is up.

Posted on July 24, 2009 by Caveat Bettor

Here, in response to this, which has Wall Street abuzz today. An excerpt from “Bovine Scatology”: Ten years ago, your mutual fund manager would have to use Goldman or a competitor’s block desk to move 100,000 shares of Proctor and … Continue reading →

Posted in All Guest Authors's Posts, Finance | Tagged Finance, high frequency trading, liquidity, price discovery, transaction costs | 6 Comments

Mike Linksvayer himself is to blame for the non-liquidity of his Wikipedia prediction markets.

Posted on June 5, 2009 by Chris F. Masse

Mike Linksvayer: Prior to the Wikipedia community vote on adopting CC BY-SA it crossed my mind to set up several play money prediction market contracts concerning the above outcomes conditioned on Wikipedia adopting CC BY-SA by August 1, 2009, for … Continue reading →

Posted in Collective Forecasting, Exchanges & Markets, Market Expiry, Market Liquidity, Market Prices & Probabilities, Prediction Journalism, X Groups | Tagged betting markets, event derivative markets, Internet Marketing, liquidity, marketing, Mike Linksvayer, prediction markets, Wikipedia, X Groups | 2 Comments

What do the prediction market on the Mei Moses Fine Art Index and the prediction markets on climate change have in common?

Posted on November 5, 2008 by Chris F. Masse

They were both lambasted by a famous, controversial and bombastic prediction market blogger… and they both failed in spectacular fashion. – Here’s what I wrote in October 2008: InTrade are going to open prediction markets on the future price of … Continue reading →

Posted in All Best Posts Ever, Analysis (Accuracy & Precision), Exchanges & Markets, Leading & Lagging Indicators, Market Liquidity, Market Prices & Probabilities | Tagged BetFair, betting markets, climate change, event derivative markets, global warming, InTrade, liquidity, Mei Moses Fine Art Index, prediction markets, primary indicators | 18 Comments

Illiquid prediction exchanges to liquid prediction exchanges: “You’re too volatile.”

Posted on September 17, 2008 by Chris F. Masse

- Previously: Emile Servan-Schreiber on InTrade’s volatility

Posted in Analysis (Data), Exchanges & Markets, Market Liquidity | Tagged accuracy, bet exchanges, betting exchanges, betting markets, event derivative exchanges, event derivative markets, IEM, InTrade, Iowa Electronic Markets, liquidity, prediction exchanges, prediction markets | Leave a comment

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