Tag Archives: prediction market traders

With regard to the 2008 US elections, both Justin Wolfers and Robin Hanson implied that BetFair is not as predictive “as it should be”.

Posted on September 19, 2008 by Chris F. Masse

- Previously: About Justin Wolfers’s column Justin Wolfers’ Freakonomics post (which suggests that BetFair would have a better predictive power if US traders could use it).

Posted in Analysis (Meta), Exchanges & Markets, Market Liquidity | Tagged arbitrage, bet exchanges, BetFair, betting exchanges, event derivaitive traders, event derivative exchanges, event derivative markets, event derivatives, HubDub, Inkling, InTrade, Iowa Electronic Markets, Justin Wolfers, NewsFutures, prediction exchanges, prediction market traders, prediction markets, predictive power, Robin Hanson, traders, US event derivative traders, US prediction market traders, US traders | Leave a comment

Emile Servan-Schreiber’s Jedi mind tricks didn’t work on Nigel Eccles.

Posted on September 16, 2008 by Chris F. Masse

The conversation ended up on a draw. Robin Hanson was AWOL.

Posted in Humor, Midas Oracle Archives | Tagged Emile Servan-Schreiber, HubDub, Humor, market scoring rule, Market Scoring Rules, MSR, Nigel Eccles, play-money prediction markets, prediction market designs, prediction market traders, prediction markets, Robin Hanson, traders | Leave a comment

Do the top brass really tell everything to the trading employees? Do the EPM traders have access to all the primary indicators?

Posted on September 14, 2008 by Chris F. Masse

Prediction markets: the future of decision-making – Companies are now making business decisions based on information employees provide via internal trading systems. – The Times of London – 2008-09-04 “We use them ["them" = the enterprise prediction markets] as another … Continue reading →

Posted in All Best Posts Ever, Analysis (Meta), Cases, Consulting, Exchange & Market Management, Exchanges & Markets, Leading & Lagging Indicators | Tagged Christina LaComb, corporate prediction markets, enterprise prediction market traders, enterprise prediction markets, event derivative traders, event derivatives, Forecasting (Science & Practice), General Electric, internal prediction markets, prediction market traders, prediction markets, private prediction markets, traders | 2 Comments

Just like Greg Mankiw, the BetFair event derivative traders don’t like tax hikes.

Posted on September 10, 2008 by Chris F. Masse

A non-scientific poll among British event derivative traders: – PREVIOUSLY: BetFair impose new “Premium Charges”… Do BetFair gag the critics, too? UPDATE: They announce a Q&A.

Posted in Exchanges & Markets, Market Transaction Costs | Tagged bet exchanges, BetFair, BetFair charges, BetFair costs, BetFair fees, betting exchanges, betting markets, Ethics, event derivative exchanges, event derivative markets, event derivative traders, poll, prediction exchanges, prediction market traders, prediction markets, Premium Charges, The Sporting Exchange, transaction charges, transaction costs, transaction fees | Leave a comment

AskMarkets links its event derivative traders with FaceBook.

Posted on September 8, 2008 by Chris F. Masse

AskMarkets George Tziralis’s post A brand-new New York Times article about the social networking websites (like FaceBook and LinkedIn) and the age of “ambient awareness”. SOMEWHAT RELATED APPENDIX: I agree with our good friend Robert Scoble.

Posted in Exchanges & Markets, Internet Marketing - Internet Commerce, Software, The Internet | Tagged ambient awareness, Ask Markets, AskMarkets, betting markets, event derivative markets, event derivative traders, event derivatives, FaceBook, George Tziralis, Internet Marketing, LinkedIn, marketing, New York Times, prediction market traders, prediction markets, Robert Scoble, social networking, traders | Leave a comment