提问 HN:预测市场需要蒙特卡洛方法吗?
1 分•作者: iamorlando•19 天前
总的来说,我正在寻找我编写的蒙特卡洛解决方案的应用场景。我的假设是,加密货币和预测市场工具尚未成熟,存在对经过调整的金融量化分析的需求。
对于预测市场而言,以一致的联合分布视角观察世界是否有帮助?例如,作为一种衡量相对价值、量化和汇总风险敞口的方式?我的工具可以为这些问题提供尾部风险分析。
我理解目前可能没有需求,但当这些市场进入需要通过传统投资组合分析视角审视的跨资产投资组合时,它可能仍然有用。
我这样想错了吗?或者还有其他我没有看到的用途?
谢谢!
查看原文
In general looking for a use case to a Monte Carlo solution I wrote. My hypothesis is crypto and prediction market tooling is not yet mature and there is a market for financial quant analytics with adaptations.
In the case of prediction markets, would it be helpful to see the world under consistent joint distribution? For example as a way to see relative value, quantify and aggregate exposures? My tool could provide tail risk for these questions.<p>I can understand there not being demand today, but it might still be useful as these markets make their way into cross asset portfolios where they will need to be seen under the traditional portfolio analytics lense.<p>Am I wrong about this? or any other uses I am not seeing>?<p>thank you!!