Calculations

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Assessment

Difficulty
5/5
Estimated time
Over a week
Newbie friendliness
25/100
Issue type
Feature
Clarity
Needs clarification
Activity status
Stale
Tech stack
javascript
Domain
fintech-quant

Research direction

Start with the PredictIt marketdata endpoints for a market or all markets and determine the inputs represented by N, MP, SP, M, Pᵢ, and Sᵢ. Compare the implemented results with the supplied Risk, MaxShares, Sᵢ, Rᵢ, and Best Return formulas; done means the calculations are defined and produce the expected outputs.

Written by the indexing model from the issue text.

Description

https://www.predictit.org/api/marketdata/markets/[ID]

or

https://www.predictit.org/api/marketdata/all

N = count options
MP = max(Pᵢ ) : max "No" price
SP = ΣPᵢ : sum of No's
Risk = 0.9*(N-SP-1)-0.1*MP

MaxShares = ⌊850/M⌋
Sᵢ = ⌊MS*(M+9)/(Pᵢ+9)⌋
Rᵢ = .9*(ΣSᵢ-PTxS - Sᵢ) - .1PᵢSᵢ

Best Return = min(Rᵢ)

Dominant language
JavaScript
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