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.
Produces SF1–SF9 (Section 5.6) as JSON time-series and as paper tables
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
q-fin.TR 1years
2026 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
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.