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Hedging That Needs Continuous Probability

Terry·May 29, 2026·Twitter
Continuous probability markets fix the staircase hedging problem binary contracts create

Why It's Worth Reading

Binary prediction markets struggle with continuous outcomes like oil prices because capital fragments across individual strike prices. This piece uses Polymarket's crude oil dataset to illustrate the staircase hedging problem. It then shows how continuous probability markets solve this with a single density-based pricing mechanism.

Some technical background helpful

Concepts

Platforms mentioned: Polymarket

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