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a MIT quant told me Polymarket 5-minute BTC markets are mathematically broken we were at a bar in cambridge. he was finishing his PhD on market microstructure. third beer in he started drawing on a napkin. "Polymarket runs BTC Up or Down every 5 minutes. 288 markets per day.... show more
53,820 просмотров • 5 месяцев назад •via X (Twitter)
Комментарии: 20

Bar napkin + Claude building NEURAL FLUX overnight — this move is too slick

bro i love your visual...

funny how the edge comes from pricing not prediction

I'd love to study at Cambridge so many great stories and people to meet

Sum bigger than 1 is platform fee right?

At what point did you wake up?

spread capture over prediction

“mathematically broken” is pure CT catnip ngl

that’s exactly why bro’s an MIT quant

the "crowd injects emotion every 5 minutes" part is exactly what stationarity testing catches. onchain trade data tells you when a market has flipped regime vs when it is still mean-reverting. did a full breakdown on identifying these regime shifts using raw trade data here:

Yeah, Claude is doing amazing things now

the napkin's right. oracle refresh cadence is what breaks these. feed updates discretely, market resolves on the next snapshot, final seconds carry no discovery. makers know. takers pay theta.

this is classic mispricing capture, not prediction

That's a brilliant strategy to capture mispricing!

That's why he works at MIT

napkin math to sharpe 3.64 is actually insane lmaooo thesis advisor cooked without knowing it

5 minute market is very difficult to trade

酒过三巡他在餐巾纸上算的不是市场,是执念:288次起落不过是心念生灭,所谓“数学失效”只是贪嗔痴在高频轮回,见涨跌不如见本心,若执于5分钟输赢,便已被市场所度

fr broken, no way..

Love this, classic MIT-quant energy, napkin math at a bar proving 5-minute BTC markets are broken is peak chaotic genius.
