Where are prediction markets least efficient? Polymarket calibration study
Read-only research repo that samples resolved Polymarket markets, prices them 7 days before scheduled end, and measures calibration and favorite-longshot bias with Brier decomposition, recalibration slopes and event-clustered errors, broken out by category and volume. The author's findings (self-reported) are that deviations are small and smaller than trading costs; a second part on arbitrage and order books is still collecting data.
Last updated · source link verified
What it does
Read-only research repo that samples resolved Polymarket markets, prices them 7 days before scheduled end, and measures calibration and favorite-longshot bias with Brier decomposition, recalibration slopes and event-clustered errors, broken out by category and volume. The author's findings (self-reported) are that deviations are small and smaller than trading costs; a second part on arbitrage and order books is still collecting data. See the source for setup, usage and current status.
What is Where are prediction markets least efficient? Polymarket calibration study?
Read-only research repo that samples resolved Polymarket markets, prices them 7 days before scheduled end, and measures calibration and favorite-longshot bias with Brier decomposition, recalibration slopes and event-clustered errors, broken out by category and volume. The author's findings (self-reported) are that deviations are small and smaller than trading costs; a second part on arbitrage and order books is still collecting data. It is listed under Data & analytics in this directory.
Does Where are prediction markets least efficient? Polymarket calibration study work with Kalshi or Polymarket?
According to its source, it works with Polymarket.
What tools or languages does Where are prediction markets least efficient? Polymarket calibration study use?
The source lists: Python, Polymarket public APIs.
Who built Where are prediction markets least efficient? Polymarket calibration study and where is the source?
It was published by aidaman01. The public source is at github.com/aidaman01/prediction-markets.
How hard is Where are prediction markets least efficient? Polymarket calibration study to set up?
This directory rates it advanced (beginner, intermediate or advanced).
How many GitHub stars does Where are prediction markets least efficient? Polymarket calibration study have?
It had 1 GitHub star as of Oct 18, 2026.
Is Where are prediction markets least efficient? Polymarket calibration study still maintained?
The repository was last updated on Oct 17, 2026, as checked on Oct 23, 2026. Check the source for current status.
Student research notebook (Rennes School of Business graduating project) that compares the probability distribution implied by SPXW and NDX option prices, using a fitted SVI smile, with the distribution quoted by Kalshi's S&P 500 and Nasdaq-100 range contracts for the same expiry. Uses Yahoo Finance option data and the Kalshi public API, with a saved snapshot in the repo. Findings are self-reported and based on a single snapshot.