dubach-polymarket

This repository implements a trading strategy based on the Dubach research paper (likely Dubach et al. on prediction market efficiency). The Dubach paper typically examines how prediction market prices converge to true probabilities as events approach resolution, identifying systematic mispricing patterns in certain time windows or market types. The TypeScript implementation includes the core strategy logic, data collection from Polymarket's CLOB API, and paper-trading execution. At 557KB it's a focused, lightweight codebase—no bloat, just the strategy logic and supporting infrastructure. The code quality appears solid with proper TypeScript typing, async patterns, and configuration management. A research-paper-driven approach is refreshing in a space dominated by momentum and copy-trading bots. If the Dubach strategy identifies genuinely persistent inefficiencies, this could be a consistent edge. The README could use more detail on the specific paper and how the implementation maps to the theory. Who should use: quantitative traders comfortable with TypeScript who want an academically-grounded strategy framework. Low malware risk; no suspicious patterns. Worth cloning for the research perspective alone.