Library/A Game of Volatility
MicrostructureAnalysis

A Game of Volatility

Kunal Doshi·May 12, 2026·Twitter
professional algo traders profit from paired trades while 69% of retail traders lose money

Why It's Worth Reading

Analyzes Polymarket's short-duration crypto up/down markets, which now account for 16% of monthly volume but generate ~40% of platform fees. Finds professional algo traders (19 addresses) extract consistent profits through paired trading and maker execution while 69% of retail traders lose money. Argues prediction markets are becoming a game of volatility rather than forecasting.

Some technical background helpful

Concepts

Platforms mentioned: Polymarket

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