研究笔记
研究笔记、技术分析和预测市场仿真洞察。
A dedicated series on PMarket Arena, prediction-market simulation, trader composition, liquidity stress, arbitrage capacity, and reproducible research infrastructure.
A concise project note on PMarket Arena, a browser-based simulation workbench for studying trader behavior, shocks, liquidity stress, and market convergence.
Why a prediction-market price is not enough, and why I built a live arena to expose the machinery behind it.
Why final outcome is not enough, and why a useful market lab needs a hidden truth path to judge price discovery.
Why the same prediction-market price can mean wisdom, crowding, panic, or delayed correction depending on who produced it.
Inside the browser engine that turns cohort beliefs, shocks, liquidity, and correction pressure into a live simulated price.
How a prediction market can keep trading, keep moving, and still become a worse information signal.
Why correction pressure can be right in direction and still fail in size, speed, capital, or timing.
How I turn simulation runs into auditable artifacts, and why reproducibility is part of the instrument itself.
Why the next research interface is not only a paper, but a simulation readers can inspect, intervene in, and reuse.