Image de couverture de livre

Fill-Side Non-Retail Trading on Polymarket: An Empirical Study of Behavioral Tiers and Microstructure Signatures Under Quote-Attribution Constraints

Fuente: arXiv

Enregistré dans:

Détails bibliographiques
Auteur principal:	Nechepurenko, Maksym
Format:	Preprint
Publié:	2026
Sujets:	Trading and Market Microstructure Computers and Society Computational Finance 91G15 (Financial markets), 62H30 (Cluster analysis and classification), 91B26 (Market models) H.3.3; J.4; G.3
Accès en ligne:	Acceder al recurso
Tags:	Ajouter un tag Pas de tags, Soyez le premier à ajouter un tag!

Documents similaires

Information Leakage at Population Scale: An Evaluation of the Polymarket Insider-Relevant Subpopulation, 2020-2026
par: Nechepurenko, Maksym
Publié: (2026)

Post Selection Estimation of Sharpe Ratios
par: Pav, Steven E.
Publié: (2026)

Empirical Evaluation of Deadline-Resolved Information Leakage on Documented Polymarket Insider Cases
par: Nechepurenko, Maksym
Publié: (2026)

Unwinding Stochastic Order Flow: When to Warehouse Trades
par: Nutz, Marcel, et autres
Publié: (2023)

A New Approach for the Continuous Time Kyle-Back Strategic Insider Equilibrium Problem
par: Qiao, Bixing, et autres
Publié: (2025)

High-Frequency Analysis of a Trading Game with Transient Price Impact
par: Nutz, Marcel, et autres
Publié: (2025)

Interpretable Hypothesis-Driven Trading:A Rigorous Walk-Forward Validation Framework for Market Microstructure Signals
par: Deep, Gagan, et autres
Publié: (2025)

Optimal execution with deterministically time varying liquidity: well posedness and price manipulation
par: Palmari, Gianluca, et autres
Publié: (2024)

Liquidity provision of utility indifference type in decentralized exchanges
par: Fukasawa, Masaaki, et autres
Publié: (2025)

A multi-factor market-neutral investment strategy for New York Stock Exchange equities
par: Gkolemis, Georgios M., et autres
Publié: (2024)

Optimal Liquidation with Signals: the General Propagator Case
par: Jaber, Eduardo Abi, et autres
Publié: (2022)

Strategic Informed Trading and the Value of Private Information
par: Anthropelos, Michail, et autres
Publié: (2024)

Resolution-Aware Perpetual Futures on Binary Prediction Markets: An Empirical Risk-Design Framework Using Polymarket Data
par: Nechepurenko, Maksym
Publié: (2026)

Optimal Execution in Intraday Energy Markets under Hawkes Processes with Transient Impact
par: Chatziandreou, Konstantinos, et autres
Publié: (2025)

Financial market geometry: The tube oscillator
par: Katic, Dragoljub, et autres
Publié: (2024)

A Deterministic Limit Order Book Simulator with Hawkes-Driven Order Flow
par: Karmi, Sohaib El
Publié: (2025)

Time-Inhomogeneous Volatility Aversion for Financial Applications of Reinforcement Learning
par: Cacciamani, Federico, et autres
Publié: (2026)

Metaorder modelling and identification from public data
par: Goliath, Ezra, et autres
Publié: (2026)

Limit Order Book Dynamics in Matching Markets: Microstructure, Spread, and Execution Slippage
par: Wu, Yao
Publié: (2025)

Per-Market Information Leakage and Order-Flow Skill: Two Methodological Lenses on Informed Trading in Decentralized Prediction Markets
par: Nechepurenko, Maksym
Publié: (2026)

The Support and Resistance Line Method: An Analysis via Optimal Stopping
par: Henderson, Vicky, et autres
Publié: (2021)

Growth rate of liquidity provider's wealth in G3Ms
par: Lee, Cheuk Yin, et autres
Publié: (2024)

The Mean Field Market Model Revisited
par: Hasenbichler, Manuel, et autres
Publié: (2023)

Optimal Execution among $N$ Traders with Transient Price Impact
par: Campbell, Steven, et autres
Publié: (2025)

Randomization in Optimal Execution Games
par: Campbell, Steven, et autres
Publié: (2025)

Reinforcement Learning Pair Trading: A Dynamic Scaling approach
par: Yang, Hongshen, et autres
Publié: (2024)

Optimal Benchmark Design under Costly Manipulation
par: Hernando-Veciana, Ángel
Publié: (2025)

RL-Exec: Impact-Aware Reinforcement Learning for Opportunistic Optimal Liquidation, Outperforms TWAP and a Book-Liquidity VWAP on BTC-USD Replays
par: Duflot, Enzo, et autres
Publié: (2025)

Continuous time analysis of fleeting discrete price moves
par: Shephard, Neil, et autres
Publié: (2014)

The Signal Credibility Index for Prediction Markets: A Microstructure-Grounded Diagnostic with Weighted and Time-Varying Extensions
par: Nechepurenko, Maksym
Publié: (2026)

Realized Local Volatility Surface
par: Ma, Yuming, et autres
Publié: (2025)

Dynamics of Periodic Bubbles and Crashes: Modeling Market Overheating and Panic Selling via Cubic Momentum
par: Yoshida, Naohiro
Publié: (2026)

The Privacy Subsidy in Continuous-Time Kyle: Cumulative Welfare under Noise-Perturbed Order-Flow Observation
par: Nakamura, Yuki
Publié: (2026)

The Privacy Subsidy: Kyle's $λ$ under Noise-Perturbed Order-Flow Observation
par: Nakamura, Yuki
Publié: (2026)

The Privacy Subsidy in Glosten-Milgrom: Bid-Ask Spread and Welfare under Flip-Noise Direction Observation
par: Nakamura, Yuki
Publié: (2026)

Utility-Weighted Forecasting and Calibration for Risk-Adjusted Decisions under Trading Frictions
par: Wright, Craig S
Publié: (2026)

Optimal Portfolio Choice with Cross-Impact Propagators
par: Jaber, Eduardo Abi, et autres
Publié: (2024)

Fredholm Approach to Nonlinear Propagator Models
par: Jaber, Eduardo Abi, et autres
Publié: (2025)

How Wash Traders Exploit Market Conditions in Cryptocurrency Markets
par: Ng, Hunter
Publié: (2024)

Adaptive Dueling Double Deep Q-networks in Uniswap V3 Replication and Extension with Mamba
par: Zhang, Zhaofeng
Publié: (2025)