Library/The Option Value of Waiting in Prediction Markets
MicrostructureAnalysis

The Option Value of Waiting in Prediction Markets

0xnagu·January 28, 2026·Twitter
Waiting in prediction markets isn't laziness, it's a rational hedge against adverse selection

Why It's Worth Reading

Builds a formal framework to decompose why prediction markets have late volume: is it because information arrives late (hazard), or because early entry is punished by adverse selection (toxicity)? Introduces LOX, a metric computed from on-chain trades that measures whether new entrants hesitate more than volume alone would predict. Explains why boxing markets cluster with news markets despite being categorized as sports.

Extensive technical background assumed

Concepts

Related Reading