Data and Automation
Public APIs, historical series, backtesting honestly, and building something on top of market data.
Data and Automation · 3 min readBacktesting a Market Signal HonestlyAlmost every impressive prediction market backtest is built on prices nobody could have traded. The specific errors, and how to build one that tells the truth.
Data and Automation · 3 min readWorking With Public Prediction Market APIsWhat public endpoints give you across venues, the fields that matter, and the habits that keep a data pipeline working and welcome.
Data and Automation · 3 min readHistorical Price Series and Their PeculiaritiesEvent contract history is not like equity history. Fixed bounds, a settlement point, irregular trading and a survivorship problem built into the data.
Data and Automation · 3 min readStoring Market Time Series Without Drowning in DataMost of what a naive collector records says nothing happened. Sampling, change-only writes and sensible retention keep a useful history small.
Data and Automation · 3 min readRate Limits, Polling, and Not Being a NuisanceA polling schedule that matches where the information actually is will use a fraction of the requests and produce better data than polling everything.
Data and Automation · 3 min readDetecting Stale Data Before It Reaches AnyoneA pipeline that keeps running while its source stops updating is worse than one that fails loudly. How to measure freshness and what to do when it slips.
Data and Automation · 3 min readNormalising Market Data Across VenuesTwo venues describe the same idea with different shapes. A documented intermediate representation is the difference between a comparison and a guess.
Data and Automation · 3 min readAlerting on Price Moves Without Generating NoiseAn alert that fires constantly is ignored, which makes it worse than no alert. How to define a threshold that reflects significance rather than movement.
Data and Automation · 3 min readBuilding a Market Dashboard That Tells the TruthDesign notes for a page that shows prediction market data without overstating it: which fields to show, what to filter, and what to label loudly.
Data and Automation · 3 min readPaper Trading a Signal Before It Costs You AnythingForward testing with executable prices and a full cost model is the cheapest way to find out that a backtested edge was made of artefacts.