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CarlShulman comments on Irrationality Game II - Less Wrong Discussion

13 [deleted] 03 July 2012 06:50PM

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Comment author: wedrifid 05 July 2012 03:47:55AM 18 points [-]

They do slightly worse than simply averaging a bunch of estimates, and would be blown out of the water by even a naive histocratic algorithm (weighted average based on past predictor performance using Bayes)

Fantastic. Please tell me which markets this applies to and link to the source of the algorithm that gives me all the free money.

Comment author: CarlShulman 18 July 2012 01:10:46AM 1 point [-]

The IARPA expert aggregation exercises look plausible, and have supposedly done all right predicting geopolitical events. I would not be shocked if the first to use those methods on financial markets got a bit of alpha.

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