gwern comments on [Link] Small-game fallacies: a Problem for Prediction Markets - Less Wrong Discussion
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I infer from the timing of Szabo's post (maybe he says more explicitly, I didn't read it carefully since this is an old criticism of PMs) that this post was prompted by the recent progress of Truthcoin/Augur, a prediction market which is now running prototypes on the Ethereum blockchain.
Truthcoin is fully-distributed (judgments are distributed among all traders and honesty incentivized by a clever majority algorithm), and so whether or not one thinks predicting should be anonymous, it will be pseudonymous.