A 2021 "arbitrage" bot for PancakeSwap Prediction, revisited as an empirical study. 144k on-chain rounds: naive parimutuel edges of +15–25% are erased by informed late betting — a reverse favorite–longshot bias that faded as pools deepened. Dataset, bot, and analysis reproducible in 3 commands.

MGT 595 coursework

Using high frequency bitcoin quotes from the bitcoincharts website. 🍎

Why retail trading is a coin flip — an empirical study on 10 years of DAX 1-minute data.

Comprehensive Python analysis of Premier League betting market inefficiencies (2005–2024). Evaluates bookmaker biases, betting strategies, and market efficiency using statistical methods and Monte Carlo simulations.

Open research by Cold Code Labs: the skewness of football betting returns is a structural invariant inherited from the sport, not produced by pricing.

Semantically-grounded lead-lag networks in Polymarket prediction markets

Research-grade Polymarket BTC Up/Down 5m data pipeline, calibration analysis, hypothesis backtests, and execution robustness.

Statistical testing of the Random Walk Hypothesis on Bitcoin (BTC-USD) using ADF, Autocorrelation, Runs Test, Variance Ratio (Lo-MacKinlay), and GARCH(1,1) modelling - Python, statsmodels, arch

Event-study analysis of US government contract awards and stock-market reaction for defense and aerospace contractors. Tests semi-strong market efficiency using contract data and sector-matched (ITA) Benchmarking. Includes documentation and correction from SPY to ITA.

IC-Gated Deployment Framework (ICGDF): two-stage ML deployment filter for cross-sectional equity prediction. Under review at QFE (AIMS Press).

Alpha Asymmetry in Foreign Exchange Markets: An Investigation of Exploitability — a null result paper | DAI-2605 | Dissensus AI Working Paper

Honest HKJC horse-racing edge-detection research tool — ingests data, models win probabilities, walk-forward validates itself, and concludes NO-GO (no edge vs the market). Native desktop app, NO-BET by default.

Time-series ML pipeline analyzing predictive market efficiency

Python-based time-series analysis of stock market volatility and market efficiency in major emerging economies with GARCH-family models.

Compute the testing statistics proposed by Li and Yang (2026)

Can predictive models beat efficient sports betting markets? Rigorous walk-forward validation across MLB and tennis — honest nulls included.

Studying market efficiency in football betting using Betfair Exchange API and live World Cup data