秋田预测市场 · Discord 审计

5分钟BTC市场操纵争议及TWAP/VWAP方案讨论

2026-06-14 · Polymarket · 207 条相关讨论

aftermoon11 2026-06-13 22:39:08

lol didn't realize manipulation was acknowledged

lol didn't realize manipulation was acknowledged

aftermoon11 2026-06-13 22:39:24

guys, share some alpha

guys, share some alpha

aftermoon11 2026-06-13 22:39:29

which side are they manipulating

which side are they manipulating

! | Lampost 2026-06-13 22:47:18

Any side they feel like

Any side they feel like

TakenOver 2026-06-13 23:01:58

Ok but even if you believe in "manipulating" look at it as random noise in whatever strategy you're doing. It will end 50/50 up or down so manipulating will be in your favor or not 50% of the time.

Ok but even if you believe in "manipulating" look at it as random noise in whatever strategy you're doing. It will end 50/50 up or down so manipulating will be in your favor or not 50% of the time.

parameter 2026-06-13 23:19:25

I heard someone manipulated the weather the other day. I went outside expecting a heat wave and it was freezing. Lies.

I heard someone manipulated the weather the other day. I went outside expecting a heat wave and it was freezing. Lies.

Hundt 2026-06-13 23:19:42

Up and down

Up and down

Kawa 2026-06-13 23:45:37

tbf it is 50/50 the manipulations

tbf it is 50/50 the manipulations

Kawa 2026-06-13 23:45:46

yall just cant accept normal variance

yall just cant accept normal variance

Kawa 2026-06-14 01:16:09

btc 5m has been so fucking boring bro

btc 5m has been so fucking boring bro

Kawa 2026-06-14 01:16:14

i miss the manipulations

i miss the manipulations

zizi 2026-06-14 01:29:11

if we assume variance of BTC changes randomly and is not dependent on every 5 minute window, then we should be able to quantify manipulation by simply checking if statistically more boundary crosses occur in the final 5 seconds of a window as compared to any other 5 seconds in that window. there is surely enough data now collected for anyone to run this analysis.

if we assume variance of BTC changes randomly and is not dependent on every 5 minute window, then we should be able to quantify manipulation by simply checking if statistically more boundary crosses occur in the final 5 seconds of a window as compared to any other 5 seconds in that window. there is surely enough data now collected for anyone to run this analysis.

! Jeffdagoat 2026-06-14 02:50:27

maybe something like P(cross in next 5s)=f(∣distance∣,σ,volume,spread,time-of-day,final_5s), however we still have to measure the stat significance/zscore of such results to differentiate and find the R^2 impact that manipulation has on these results. Depending on how bad it is, the most we'd be able to ascertain is how much impact manipulation has on the overall bunch of reversals and not every specific instance of manipulation.

maybe something like P(cross in next 5s)=f(∣distance∣,σ,volume,spread,time-of-day,final_5s), however we still have to measure the stat significance/zscore of such results to differentiate and find the R^2 impact that manipulation has on these results. Depending on how bad it is, the most we'd be able to ascertain is how much impact manipulation has on the overall bunch of reversals and not every specific instance of manipulation.

zizi 2026-06-14 02:53:36

i believe that P is simply a sigmoid and is basically analogous to the fair value model of the midprice (z score using those params). my suggestion was simply for a proof of existence. since some people do not believe it exists

i believe that P is simply a sigmoid and is basically analogous to the fair value model of the midprice (z score using those params). my suggestion was simply for a proof of existence. since some people do not believe it exists

! Jeffdagoat 2026-06-14 02:55:41

proof of existence of manipulation?

proof of existence of manipulation?

! Jeffdagoat 2026-06-14 02:55:50

how is that in dispute

how is that in dispute

zizi 2026-06-14 02:55:56

mustafa above

mustafa above

! Jeffdagoat 2026-06-14 02:56:14

he said it was hardest to manipulate, which for the most part is true

he said it was hardest to manipulate, which for the most part is true