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What's the data situation like if you wanted to backtest a model like this? Is it easily accessible?
by thetailrisk 5mo ago
What's the data situation like if you wanted to backtest a model like this? Is it easily accessible?
- croemer 5mo agoNo, data situation is bad, at least for market making - you need to scrape the orderbook yourself to be able to do any realistic backtesting. And even then, it's hard to know whether other bids at the same price are ahead of you or behind you in the queue.
- sterlingcrispin 5mo agothis is a good dataset https://huggingface.co/datasets/SII-WANGZJ/Polymarket_data https://huggingface.co/datasets/SII-WANGZJ/Polymarket_data "A comprehensive dataset of 1.9 billion trading records from Polymarket, processed into multiple analysis-ready formats. Features cleaned data, unified token perspectives, and user-level transformations — ready for market research, behavioral studies, and quantitative analysis."