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Instead of selling those YES shares you can also buy some NO shares and end up the same. (I think).
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Sure in the end it might all work out the same but I would rather post less sats and have more to bet with than post more and hope to get them back at resolution if my probabilities weren't wrong or I don't hedge it properly.
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If so, I think we're in agreement now. That's another thing @Undisciplined will appreciate: All this equivalency only works if you assume a risk-neutral individual with unlimited liquidity. If liquidity is an issue, then differences in how much you're fronting vs getting at the back end actually matters.
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Except I can sell those shares for some return as the possibility is looking less likely.