PIRAP passes some pre-registered risk floors on Polymarket data but fails others on welfare and bad-debt metrics, leading to an explicit non-deployable recommendation while documenting a halt-versus-margin distinction.
citation dossier
Produces SF1–SF9 (Section 5.6) as JSON time-series and as paper tables
1Pith papers citing it
1reference links
q-fin.TRtop field · 1 papers
UNVERDICTEDtop verdict bucket · 1 papers
why this work matters in Pith
Pith has found this work in 1 reviewed paper. Its strongest current cluster is q-fin.TR (1 papers). The largest review-status bucket among citing papers is UNVERDICTED (1 papers). For highly cited works, this page shows a dossier first and a bounded explorer second; it never tries to render every citing paper at once.
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q-fin.TR 1years
2026 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
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Resolution-Aware Perpetual Futures on Binary Prediction Markets: An Empirical Risk-Design Framework Using Polymarket Data
PIRAP passes some pre-registered risk floors on Polymarket data but fails others on welfare and bad-debt metrics, leading to an explicit non-deployable recommendation while documenting a halt-versus-margin distinction.