Polymarket Mispricing Events
Detects and trades mispricings on Polymarket by comparing market prices against
a consensus probability estimated from Kalshi and Manifold using fuzzy title matching.
Strategy
- 1. Fetches all active Polymarket binary markets (top 500 by liquidity)
- For each market, searches 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, capped between $5 and $50
- Skips markets with flip-flop warnings, high slippage, or insufficient edge
Edge
Cross-platform prediction market arbitrage. When two independent markets disagree by
15%+ on the same event, one of them is wrong. This skill bets on the consensus.
When it works best
- - Political, macro, and sports markets with active Kalshi/Manifold counterparts
- Events with clear resolution criteria
- Markets in the 15%-85% probability range (not near-resolved)
Configuration (env vars)
| Variable | Default | Description |
|---|
| SIMMERAPIKEY | required | Your Simmer API key |
| TRADING_VENUE |
sim | sim for paper, live for real money |
| EVENTS
ENTRYTHRESHOLD | 0.15 | Minimum gap to enter (15%) |
| EVENTS
KELLYFRACTION | 0.25 | Kelly multiplier (0.25 = quarter-kelly) |
| EVENTS
TRADESIZE_MIN | 5.0 | Minimum trade size in USD |
| EVENTS
TRADESIZE_MAX | 50.0 | Maximum trade size in USD |
| EVENTS
MAXPOSITIONS | 8 | Maximum open positions |
| EVENTS
MINLIQUIDITY | 500.0 | Minimum market liquidity |
| EVENTS
MAXGAP_CAP | 0.35 | Reject gaps > 35% (model likely wrong) |
Risk
- - Cross-platform 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 starting with sim venue
Polymarket 定价偏差事件
通过模糊标题匹配，将Polymarket上的市场价格与从Kalshi和Manifold估算的共识概率进行比较，检测并交易Polymarket上的定价偏差。
策略
- 1. 获取所有活跃的Polymarket二元市场（按流动性排名前500）
- 对每个市场，通过Jaccard标题相似度在Kalshi和Manifold上搜索相同事件
- 计算加权共识概率（Kalshi 55%，Manifold 45%）
- 当共识概率与Polymarket价格之间的差距超过阈值（默认15%）时入场
- 采用四分之一凯利准则确定仓位规模，上限为5至50美元
- 跳过存在反复波动警告、高滑点或优势不足的市场
优势
跨平台预测市场套利。当两个独立市场对同一事件的分歧超过15%时，其中必有一方错误。本技能押注于共识结果。
最佳适用场景
- - 在Kalshi/Manifold上有活跃对应市场的政治、宏观和体育市场
- 具有明确裁决标准的事件
- 概率范围在15%-85%之间的市场（非接近裁决状态）
配置（环境变量）
| 变量 | 默认值 | 描述 |
|---|
| SIMMERAPIKEY | 必填 | 您的Simmer API密钥 |
| TRADING_VENUE |
sim | sim为模拟交易，live为实盘交易 |
| EVENTS
ENTRYTHRESHOLD | 0.15 | 最小入场差距（15%） |
| EVENTS
KELLYFRACTION | 0.25 | 凯利乘数（0.25 = 四分之一凯利） |
| EVENTS
TRADESIZE_MIN | 5.0 | 最小交易规模（美元） |
| EVENTS
TRADESIZE_MAX | 50.0 | 最大交易规模（美元） |
| EVENTS
MAXPOSITIONS | 8 | 最大持仓数量 |
| EVENTS
MINLIQUIDITY | 500.0 | 最低市场流动性 |
| EVENTS
MAXGAP_CAP | 0.35 | 拒绝差距超过35%的情况（模型可能错误） |
风险
- - 通过模糊文本进行的跨平台匹配可能产生误报——请保持仓位规模保守
- 稀有市场可能没有Kalshi/Manifold对应市场——这些市场将被跳过
- 凯利仓位管理仍存在波动风险；建议从模拟交易环境开始
