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Tag Archives: LoudNotes
Don’t event derivative prices represent aggregated expected probabilities, rather?
InTrade CEO’s poodle got corrected on the concept of interpreting prediction market prices as probabilities: – - LoudNotes, please contact me, I do have a vacant blog author slot to fill: cfm |-at-| midasoracle |.|-com-| chrisfmasse |-at-| gmail |.|-com-| -
Posted in All Best Posts Ever, Analysis (Meta), Economics, Exchanges & Markets, Explainers, Forecasting (Science & Practice), Science
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Tagged aggregated expected probabilities, betting markets, event derivative markets, event derivative prices, imputed likelihood of uncertain events, interpreting prices as probabilities, InTrade, Jason Ruspini, LoudNotes, preceived likelihood of uncertain events, prediction market prices, prediction markets, probabilities
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