Write a Python market-making strategy for a binary prediction market. Manage limit orders to maximize edge against informed and retail flow.
Trade a YES contract that settles to $1 or $0 based on a latent score process with Gaussian drift and Poisson jumps. Your strategy posts passive limit orders on a shared FIFO book, quoting before each price move. An arbitrageur sweeps stale quotes; retail flow provides your profit. Check out the GitHub repo to get started.
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