Data Downloads

Full weekly history for every index. Refreshed every Sunday 22:00 Pacific.

Each index is published as a CSV with the complete weekly history since inception (November 2022). The master table merges all indices into a single date-indexed wide panel, analogous to the Baker-Wurgler sentiment file or Ken French's factor library.

Research use cases

Active research programs using or citable to this dataset include:

• Measuring informed trading in prediction markets and binary-event contracts
• Studying algorithmic liquidity provision, maker-taker dynamics, and execution quality
• Testing probability weighting in field markets at population scale (Tversky-Kahneman replication)
• Comparing political, sports, macro, and crypto information environments
• Benchmarking retail versus algorithmic trader performance and the directional-vs-execution split
• Market-microstructure research on binary-payoff venues, including calibration and pricing efficiency
• Regulatory and policy analysis of prediction-market integrity

Ways to use this data

Python

import pandas as pd

url = "https://jdellavedova.com/data/polymarket_indices_weekly.csv"
dvpmi = pd.read_csv(url, parse_dates=["date"]).set_index("date")
dvpmi[["pwi_alpha", "bot_share", "alpha_gap"]].plot()

Stata

import delimited "https://jdellavedova.com/data/polymarket_indices_weekly.csv", ///
    varnames(1) clear
generate date_d = date(date, "YMD")
format date_d %td
tsset date_d
tsline pwi_alpha bot_share alpha_gap

R

library(tidyverse)

url <- "https://jdellavedova.com/data/polymarket_indices_weekly.csv"
dvpmi <- read_csv(url)
dvpmi %>% select(date, pwi_alpha, bot_share, alpha_gap) %>%
  pivot_longer(-date) %>% ggplot(aes(date, value, color = name)) + geom_line()

BibTeX

@techreport{dellavedova2026dvpmi,
  title       = {Della Vedova Prediction Market Indices},
  author      = {Della Vedova, Joshua},
  year        = {2026},
  version     = {0.1.0},
  institution = {University of San Diego, Knauss School of Business},
  url         = {https://jdellavedova.com},
  note        = {Weekly-updated dataset}
}

All URLs stable for the canonical release. For research that must reference an exact snapshot, cite the Zenodo DOI corresponding to the weekly release version (reported in the footer of every page). Column schemas follow semantic versioning; breaking changes trigger a major-version bump with a one-release deprecation window.

Master table

Per-index history

Snapshots

License

Data released under Creative Commons Attribution 4.0 (CC BY 4.0). Please cite.

Citation