Cross-Market Arbitrage Bot (Political)
Process-first quant bot exploiting no-arbitrage violations between related Polymarket political markets
A TypeScript-based quantitative bot that hunts cross-market arbitrage opportunities specifically in Polymarket political prediction markets. It identifies no-arbitrage violations between related election markets (e.g., correlated candidate markets). Positions are sized using fractional Kelly criterion for optimal growth. The bot operates in paper-trading mode by default, refusing to trade without a backtested out-of-sample edge. Key design philosophy prioritizes survival over profit. Implementation includes sophisticated risk management and statistical testing. No verified real-money results are published as it remains in paper-trading phase. Risks include model overfitting, regime changes, and liquidity fragmentation across related markets.