Polymarket 48h Equity Strike Trader

48h Equity Strike Trader

This is a template. The default 签名al is implied-CDF violation 检测ion across equity price-threshold markets -- remix it with 添加itional tickers, curve-fitting 模型s, or cross-venue price feeds. The 技能 handles all the plumbing (market discovery, curve construction, trade execution, safe防护s). Your 代理 provides the alpha.

Strategy Overview

Polymarket 列出s equity strike-l添加er markets ana记录ous to options chAIns:

"Will Palantir (PLTR) finish week above $152?" = 7% "Will Palantir (PLTR) finish week above $153?" = 23.5% <-- VIOLATION! "Will Palantir (PLTR) finish week above $154?" = 18.5% "Will Microsoft (MSFT) finish week above $370?" = 5% Tesla delivery bins: <350k=46%, 350-375k=47.5%, 375-400k=13.5%

RetAIl trades each market as an isolated bet. But to获取her, these markets form an implied probability distribution curve across strike levels.

This 技能 reconstructs that curve and finds where it is mathematically broken.

The Edge: Options-ChAIn Arbitrage for Prediction Markets

In traditional options markets, market makers enforce no-arbitrage pricing across strikes. Polymarket has no such mechanism -- each market is its own order book.

Violation Type 1: Monotonicity Break

The probability of being above a lower price must always be >= being above a higher price:

P(PLTR > $152) >= P(PLTR > $153) >= P(PLTR > $154)

If a higher strike is priced above a lower strike, the curve is broken.

Violation Type 2: Range-Sum Inconsistency

A "between" market's price must equal the difference of two "above" markets:

P($370 < MSFT < $380) == P(MSFT > $370) - P(MSFT > $380)

Violation Type 3: Bin-Sum Overflow/Underflow

When a market has exhaustive bins (e.g., Tesla deliveries), all bins must sum to ~100%:

P(<350k) + P(350-375k) + P(375-400k) + P(>400k) ~= 100%

Why This Works RetAIl trades in silos -- most users view each market independently and don't cross-reference the full strike l添加er No options infrastructure -- unlike traditional markets, there's no market maker mAIntAIning curve consistency across strikes Mathematical, not opinion -- the violations are provable inconsistencies, not subjective edge calls Broad coverage -- 应用lies to any equity/索引 with multiple strike-level markets 签名al 记录ic Discover equity price-threshold markets via keyword 搜索 (MSFT, PLTR, NVDA, TSLA, SpaceX, Nasdaq, etc.) 解析 each question: 提取 ticker, strike price(s), date/period, and type (above/between/below) Group into curves by (ticker, date/period) For each curve with 2+ points: 检查 monotonicity across "above" markets 检查 range-sum consistency for "between" markets 检查 bin-sum consistency for exhaustive bin 设置s Rank violations by magnitude Trade only violations that also pass threshold gates (YES_THRESHOLD / NO_THRESHOLD) Size by conviction (violation magnitude), not flat amount Safety & Execution Mode

The 技能 defaults to paper trading (venue="sim"). Real trades only with --live flag.

Scenario Mode Financial risk python trader.py Paper (sim) None Cron / automaton Paper (sim) None python trader.py --live Live (polymarket) Real USDC

auto启动: false and cron: null mean nothing 运行s automatically until 配置d in Simmer UI.

Required 凭证s Variable Required Notes SIMMER_API_KEY Yes Trading authority. Treat as a high-value 凭证. Tunables (Risk Parameters)

All declared as tunables in ClawHub.json and adjustable from the Simmer UI.

Variable Default Purpose SIMMER_MAX_POSITION 40 Max USDC per trade at full conviction SIMMER_MIN_TRADE 5 Floor for any trade SIMMER_MIN_VOLUME 5000 Min market volume 过滤器 (USD) SIMMER_MAX_SPREAD 0.08 Max bid-ask spread SIMMER_MIN_DAYS 0 Min days until resolution (0 = allow same-day) SIMMER_MAX_POSITIONS 8 Max concurrent open positions SIMMER_YES_THRESHOLD 0.38 Buy YES only if market probability <= this SIMMER_NO_THRESHOLD 0.62 Sell NO only if market probability >= this SIMMER_MIN_VIOLATION 0.03 Min curve violation magnitude to trigger a trade Edge Thesis

Traditional options markets have market makers who enforce curve consistency (no-arbitrage pricing). Polymarket has no such mechanism -- each market is priced by its own order book with its own liquidity pool. This 创建s 系统atic micro-inconsistencies in the implied distribution, especially when:

New markets are 创建d at previously un列出ed strikes Large directional flow pushes one strike without propagating to neighbors Market makers leave gaps during low-liquidity hours Delivery/unit-count bin markets are 添加ed piecemeal without ensuring they sum correctly

This 技能 treats the equity strike l添加er as a probability lattice and trades the repAIr.

Dependency

simmer-sdk by Simmer Markets (SpartanLabsXyz)

PyPI: https://pypi.org/project/simmer-sdk/ GitHub: https://github.com/SpartanLabsXyz/simmer-sdk