Thank you, I haven’t thought about that. I’ll have to redo scraping, so the post will be updated in a few hours. I’ll do the following:
1) Use close time (when the market would close if no resolution criteria was met before that date) instead of resolution time for filtering out markets with a short lifespan. This means that markets that would be resolved in at most 7 days but actually resolved in 3 days will be included.
2) Disable the N traders filter.
EDIT: turns out Manifold overwrites close time with resolution time when a market resolves early. That’s a really bad design IMO. I’ll have to disable both filters, or maybe I’ll keep the second one if it turns out to not filter out too many markets. And I’ll use trading volume at different snapshots.
EDIT 2: I’ll change the post to a draft, effectively hiding it. Turns out it’s surprisingly difficult to not have lookahead bias AND have the same common sample across 3 snapshots AND not have any kind of weirdness elsewhere. It’s possible, but then interpreting results gets difficult.
Thank you, I haven’t thought about that. I’ll have to redo scraping, so the post will be updated in a few hours. I’ll do the following:
1) Use close time (when the market would close if no resolution criteria was met before that date) instead of resolution time for filtering out markets with a short lifespan. This means that markets that would be resolved in at most 7 days but actually resolved in 3 days will be included.2) Disable the N traders filter.EDIT: turns out Manifold overwrites close time with resolution time when a market resolves early. That’s a really bad design IMO. I’ll have to disable both filters, or maybe I’ll keep the second one if it turns out to not filter out too many markets. And I’ll use trading volume at different snapshots.
EDIT 2: I’ll change the post to a draft, effectively hiding it. Turns out it’s surprisingly difficult to not have lookahead bias AND have the same common sample across 3 snapshots AND not have any kind of weirdness elsewhere. It’s possible, but then interpreting results gets difficult.
Does manifold report number of traders at a specific time?
Yes, but I’ll have to see how many markets get filtered out to decide if “>=3 traders after 3 days” is too strict of a filter or no.