Discussion about this post

User's avatar
Marcelo Rinesi's avatar

The argument for multiple markets with different rules as a way to help triangulate information inputs seems amenable to formalization (e.g. improving model identifiability in some sort of hierarchical Bayesian model with market-specific likelihood functions; perhaps even using data at the transaction level and per-trader utility function type as a latent variable, that sort of thing). Is there prior and/or ongoing work in this direction?

Expand full comment
Lionel Page's avatar

Love the police work.

Expand full comment
2 more comments...

No posts