SYDE 532 – Prediction Market Dynamics (Stage 1)

Stage 1 data collection, transformation, and empirical analysis pipeline for Polymarket prediction-market data.

Quickstart

pip install -r requirements.txt

1. Discover and select triad markets

Run notebooks/01_market_selection.ipynb to browse categories and pick the base / similar / dissimilar triad. The selected IDs are saved into src/config.py.

2. Collect data

python -m src.collect.run_pipeline          # full run
python -m src.collect.run_pipeline --force  # re-download everything

3. Transform

python -m src.transform

4. Analyse

Open notebooks/03_triad_analysis.ipynb for the full Stage 1 analysis (return distributions, volatility clustering, reversal analysis, liquidity regressions, and cross-triad comparison).

Project layout

src/
  config.py              – API URLs, triad IDs, settings
  client.py              – rate-limited HTTP helpers
  collect/
    discovery.py         – market discovery helpers
    prices.py            – historical price fetcher
    orderbook.py         – order-book snapshot collector
    trades.py            – paginated trade-history fetcher
    run_pipeline.py      – orchestrator script
  transform.py           – logit transform, returns, feature merge
  analyze/
    return_distribution.py
    volatility.py
    reversal.py
    liquidity_regression.py
notebooks/
  01_market_selection.ipynb
  02_eda.ipynb
  03_triad_analysis.ipynb
data/
  raw/                   – archived JSON responses
  processed/             – Parquet files for analysis