Jotham · Mark to Model

MSc Quant Finance. Reproducible deep-dives into prediction markets, crypto & options. New post weekly-ish.

[Jotham · Mark to Model @JothamTeo]

Two models. Two prediction markets. One World Cup.
I built Dixon-Coles + Elo from scratch, checked they're calibrated on 2,487 held-out matches, then put them against live Polymarket and Hyperliquid odds.

[Jotham · Mark to Model @JothamTeo]

The market's favourite — France (18%) — is the one bet my goal model says is over-priced. Marking it to market in July.
Full code, rerun it in 30s 👇
https://t.co/sWxaFu9E9F

[Jotham · Mark to Model @JothamTeo]

Two models. Two prediction markets. One World Cup.
I built Dixon-Coles + Elo from scratch, checked they're calibrated on 2,487 held-out matches, then put them against live Polymarket and Hyperliquid odds.

[Piotr Pomorski @PtrPomorski]

Great read from Two Sigma on regime modeling via machine learning: https://t.co/h5nxy8zUCK

Even though unsupervised, the GMM approach can be used as a label generator for a subsequent multiclass classification (ex ante).

[Jotham · Mark to Model @JothamTeo]

@discoxyz @layer3xyz Big DID energy @prudentbuys

[Jotham · Mark to Model @JothamTeo]

@SJosephBurns Cup 3

[Jotham · Mark to Model @JothamTeo]

@volmexfinance 0xd4E9464660Eb9c5F18A44E3D9DbA9403Da3f3A6b

[Jotham · Mark to Model @JothamTeo]

@tryShowtime 0xd4E9464660Eb9c5F18A44E3D9DbA9403Da3f3A6b

[Shane Parrish @shaneparrish]

The best way to be successful is to make others successful.

[Coach Tom Allen @Coach_TomAllen]

I love this football team!! #LEO

[Patrick OShaughnessy @patrick_oshag]

Bezos on experimental vs operational failure. Simple and elegant comparison.

[Simon Sinek @simonsinek]

Leadership is not a journey to rise in the ranks. Leadership is a journey to help those around us rise.

[Shane Parrish @shaneparrish]

The only real shortcut in life is to understand it backwards.

It's easier to solve a maze backwards. Life is the same.

Learn from people further down the path from you and make their hindsight your foresight.

[Charlie Kim @charlieykim]

“The only place where Success comes before Work is in the dictionary." ~ Vidal Sassoon

[Shane Parrish @shaneparrish]

The 80/20 rule for meaningful accomplishment:

Spend 20 percent of your time exploring broadly and 80 percent of your time relentlessly digging in.

[Simon Sinek @simonsinek]

Life is beautiful not because of the things we see or the things we do.

Life is beautiful because of the people we meet.

[Shane Parrish @shaneparrish]

Be the biggest fan of the people you care about.

Defend them.
Keep the hope alive.
Make them look good.
Catch them when they fall.
Be there when they need you.
Root for them unconditionally.
Help them accomplish their dreams.

[Shane Parrish @shaneparrish]

You can disagree without saying anything. Not needing to win trivial arguments saves you time, energy, and friends.

[Charlie Kim @charlieykim]

Vision/ Direction matters. “If there is a pretty girl in one direction, then his steps will tend to go in that direction...”

[Judah Smith @judahsmith]

If you focus on where, when, and why, life gets difficult. Focus on WHO and you’ll find peace in the midst of all the why, where, and when.

[Alex Krüger @krugermacro]

Interesting academic paper looking into Bitmex, showing how the perpetual swap leads spot prices and serves as an effective hedge.

https://t.co/nitVvddEFb