AnalysisResearchLiquidity Regime
Liquidity Regimes: Detecting When a Market Turns ‘Tradable’ (Before the Crowd)
A Polymarket market can flip from untradable to efficient in hours—spread compresses, depth refills, and whales suddenly matter. This post builds a practical tradability score from spread, depth, and cancellation pressure, with a reproducible way to compute it using public order book endpoints.
·12 min