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Tag Archives: LoudNotes

Don’t event derivative prices represent aggregated expected probabilities, rather?

Written by Chris F. Masse on November 2, 2008 — 1 Comment

InTrade CEO’s poodle got corrected on the concept of interpreting prediction market prices as probabilities:
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LoudNotes, please contact me, I do have a vacant blog author slot to fill:

cfm |-at-| midasoracle |.|-com-|
chrisfmasse |-at-| gmail |.|-com-|

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Posted in All Best Posts Ever, Analysis (Meta), Economics, Exchanges & Markets, Explainers, Forecasting (Science & Practice), Science | Also tagged aggregated expected probabilities, betting markets, event derivative markets, event derivative prices, imputed likelihood of uncertain events, interpreting prices as probabilities, InTrade, Jason Ruspini, preceived likelihood of uncertain events, prediction market prices, prediction markets, probabilities

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