[Paradigm: Statistical Errors in Most Polymarket Data Dashboards Due to Double Counting of Trading Volume] Paradigm stated in its official blog that after analyzing Polymarket's market structure, event data, and smart contracts, it discovered that most Polymarket analyses and dashboards erroneously double count trading volume. Polymarket's on-chain data is quite complex, which has led to the widespread adoption of flawed accounting methods. The common approach of summing up Polymarket's OrderFilled events results in double counting of trading volume. This method double counts both the contract quantities of trades and the dollar cash flow. The trading volume of prediction markets should be measured using one-sided trading volume metrics, such as the taker-side trading volume or the market-maker-side trading volume.