Comment by thetailrisk
21 hours ago
What's the data situation like if you wanted to backtest a model like this? Is it easily accessible?
21 hours ago
What's the data situation like if you wanted to backtest a model like this? Is it easily accessible?
No, 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.
this is a good dataset
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."