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**Advanced / Computing via price-shifting vs. share-trading**

« **on:**June 25, 2014, 07:13:34 am »

There are two equivalent methods for LMSR markets. One seems to be favoured by Hanson where users set probability distributions and pay for these changes according to the worst-case difference in their log score and the previous bet's. Alternatively, there's a buying and selling of shares interface, which is closer to the usual perception of market makers. I'm wondering if you all have any thoughts on the relative benefits of each, in terms of costs and the usability in tandem with SIB.