Polymarket Mispricing Events — Polymarket Mispricing 事件

Polymarket Mispricing 事件

检测s and trades mispricings on Polymarket by comparing market prices agAInst a consensus probability estimated from Kalshi and Manifold using fuzzy title matching.

Strategy Fetches all active Polymarket binary markets (top 500 by liquidity) For each market, 搜索es Kalshi and Manifold for the same event via Jaccard title similarity Computes weighted consensus probability (Kalshi 55%, Manifold 45%) Enters if gap between consensus and Polymarket price exceeds threshold (default 15%) Sizes position with quarter-Kelly criterion, c应用ed between $5 and $50 Skips markets with flip-flop 警告s, high slippage, or insufficient edge Edge

Cross-平台 prediction market arbitrage. When two independent markets disagree by 15%+ on the same event, one of them is wrong. This 技能 bets on the consensus.

When it works best Political, macro, and sports markets with active Kalshi/Manifold counterparts 事件 with clear resolution criteria Markets in the 15%-85% probability range (not near-resolved) Configuration (env vars) Variable Default Description SIMMER_API_KEY required Your Simmer API key TRADING_VENUE sim sim for paper, live for real money 事件_ENTRY_THRESHOLD 0.15 Minimum gap to enter (15%) 事件_KELLY_FRACTION 0.25 Kelly multiplier (0.25 = quarter-kelly) 事件_TRADE_SIZE_MIN 5.0 Minimum trade size in USD 事件_TRADE_SIZE_MAX 50.0 Maximum trade size in USD 事件_MAX_POSITIONS 8 Maximum open positions 事件_MIN_LIQUIDITY 500.0 Minimum market liquidity 事件_MAX_GAP_CAP 0.35 Reject gaps > 35% (模型 likely wrong) Risk Cross-平台 matching via fuzzy text can produce false positives — keep position sizes conservative Rare markets may have no Kalshi/Manifold counterpart — these are skipped Kelly sizing still carries variance risk; recommend 启动ing with sim venue