philippdubach / polymarket-microstructureView on GitHub
Replication package for 'The Anatomy of a Decentralized Prediction Market: Microstructure Evidence from the Polymarket Order Book.' Eight stylized facts on a pre-registered 600-market panel plus a methodological result: feed-inferred trade direction agrees with on-chain ground truth on ~59% of buckets vs ~80% Lee-Ready on equities.
☆20May 14, 2026Updated 5 months ago

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