Library/The Detection of Wash Trading
MicrostructureAnalysis

The Detection of Wash Trading

Rajiv Sethi·November 12, 2025·Substack
wash traders only deal with each other, market makers trade with anyone

Why It's Worth Reading

Examines how to distinguish wash trading from legitimate market making on Polymarket using network analysis. Wash traders exhibit homophily, trading only within their collusive group, while market makers trade indiscriminately with diverse counterparties. Describes an algorithm developed by Columbia researchers that identified a cluster of 200 wallets generating $113 million in volume with just $57.86 in aggregate losses.

Some technical background helpful

Concepts

Platforms mentioned: Polymarket

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