Tag Archives: reporting on prediction markets

The prediction markets chalk another one up, as Susan Boyle is sent packing.

Posted on May 30, 2009 by Chris F. Masse

I have an ongoing disagreement with Prof Panos about how to report a set of expired prediction markets. He claims that one should report “the historic average of similar markets”. That’s important but not urgent. First thing is to report … Continue reading →

Posted in Analysis (Accuracy & Precision), Analysis (Meta), Collective Forecasting, Exchanges & Markets, Market Expiry, Market Prices & Probabilities, Prediction Journalism | Tagged accuracy, betting markets, Britain's Got Talent 2009, event derivative markets, expiry, HubDub, InTrade, marketing approach, Panos Ipeirotis, prediction market journalism, prediction markets, quoting the prediction markets, reporting on prediction markets, Science, scientific approach, statistical and probabilistic approach, Susan Boyle | 4 Comments

Why reporting on one expired prediction market is no fun… when using the scientific approach

Posted on May 28, 2009 by Chris F. Masse

Panos Ipeirotis hates it when I report an individual prediction market “failure“. (“Stupidity” is how he labelled it. ) I am a fan of Panos Ipeirotis’s scientific approach on prediction markets. It is all right. However, I (obviously) won’t use … Continue reading →

Posted in All Best Posts Ever, Analysis (Meta), Collective Forecasting, Internet Marketing - Internet Commerce, Prediction Journalism, Science | Tagged accuracy, betting markets, event derivative markets, expiry, Internet Marketing, marketing, marketing approach, Panos Ipeirotis, prediction market journalism, prediction markets, quoting the prediction markets, reporting on prediction markets, Science, scientific approach, statistical and probabilistic approach | Leave a comment

The managing editor of CNBC.com asks readers whether they should report what the (play-money and real-money) prediction markets say. He is not that hot on the idea —to say the least. Which is why we should develop a blog network on prediction markets —to get rid of the journalists’ filter and report the prediction markets directly to people. Wanna in?

Posted on May 18, 2008 by Chris F. Masse

But the “gambling” nature puts some journalists off. Is it just providing information … or promoting betting action? – See, that‘s exactly why I want to develop my “Midas Oracle Project”. Classic journalists and classic bloggers will never treat prediction … Continue reading →

Posted in Analysis (Industry), Midas Oracle Project, Prediction Journalism | Tagged blog network, brand-new blog networks, CNBC.com, event derivative markets, event derivatives, managing editor, market-generated predictions, Midas Oracle Project, prediction market journalism, prediction markets, probabilistic predictions, reporting on prediction markets | 1 Comment

Tag Archives: reporting on prediction markets

The prediction markets chalk another one up, as Susan Boyle is sent packing.

Why reporting on *one* expired prediction market is no fun… when using the scientific approach

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Why reporting on one expired prediction market is no fun… when using the scientific approach