Tag Archives: volumes

Volume = (News Rate) * (Intrinsic Interest)

Posted on February 27, 2009 by Chris F. Masse

Sounds true to me. What do our research scientists think? Would you re-formulate it?

Posted in Analysis (Meta), Exchanges & Markets, Leading & Lagging Indicators | Tagged leading indicators, News, prediction markets, primary indicators, volume, volumes | Leave a comment

For some stock market traders, InTrade is a dwarf, and John Delaney is a midget.

Posted on September 19, 2008 by Chris F. Masse

Posted in Analysis (Industry), Exchanges & Markets, Finance, Market Liquidity | Tagged InTrade, prediction exchanges, prediction markets, stock markets, volumes | Leave a comment

Ubber finance blogger Barry Ritholtz believes in magic. He believes that, with more volumes on the event derivative markets, comes the Omniscience —capital “O”.

Posted on May 20, 2008 by Chris F. Masse

- Our good friend Barry Ritholtz.has persuaded himself that our real-money prediction markets suffer from an irremediable and fatal problem: liquidity on political event derivative markets is too thin for smart Wall Street people like him to take their market-generated … Continue reading →

Posted in Analysis (Accuracy & Precision), Analysis (Meta), Exchanges & Markets, Forecasting (Science & Practice), Leading & Lagging Indicators | Tagged accuracy, advanced indicators, Barry Ritholtz, clueless mainstream media, event derivative markets, event derivatives, finance blogger, Market Liquidity, New Hampshire, omniscience, polls, prediction markets, the New York Times, trades, transactions, volumes, Wall Street | 5 Comments

The CNN play-money prediction exchange is being traded like crazy.

Posted on January 14, 2008 by Chris F. Masse

… tells me economist Michael Giberson. Kudos to Inkling Markets, which powers the CNN marketplace. Media/Blogs + Prediction Markets = A Natural Partnership

Posted in Analysis (Industry), Exchanges & Markets, Market Liquidity | Tagged CNN, CNN Political Market, economist, event derivative markets, event derivatives, Market Liquidity, Michael Giberson, prediction markets, volumes | Leave a comment

Contrary to Steve Levitt, Justin Wolfers knows where to find good soccer trading data.

Posted on January 12, 2008 by Chris F. Masse

The Wall Street Journal, via Market Power: Messrs. Levitt and Gil found that the odds of a team winning jumped immediately after it scored a goal. But adjusting for other factors, those odds kept climbing for 10 to 15 minutes … Continue reading →

Posted in Analysis (Accuracy & Precision), Exchanges & Markets, Market Liquidity | Tagged accuracy, BetFair, economist, event derivative markets, event derivatives, Ireland, Justin Wolfers, Market Liquidity, Market Trading, Niall O'Connor, online market, Pennsylvania, prediction markets, soccer, Steve Levitt, the University of Pennsylvania's Wharton School, The Wall Street Journal, TradeSports, volumes, Wall Street Journal, World Cup | Leave a comment

Is Too Much Attention Paid to Small InTrade Contracts?

Posted on January 12, 2008 by Chris F. Masse

Robin Hanson comments: The amount of money in a market may well be weakly correlated with its accuracy, but this only supports a weak criticism. It is much better to just directly evaluate the calibration and accuracy of the market.

Posted in Analysis (Meta) | Tagged accuracy, event derivative markets, event derivatives, Market Liquidity, Market Trading, prediction markets, Robin Hanson, volumes | Leave a comment