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.
Ranked by mean edge (highest wins)
| Rank | Author | Strategy | Mean Edge | Attempts |
|---|---|---|---|---|
| #1 | @zhimao_liu | AskSurf | $12.01 | 4 |
| #2 | @narwhalwiTooth | mw4 | $11.41 | 5 |
| #3 | @0xQTpie | never_stop_edging | $10.97 | 5 |
| #4 | @danrobinson | Predictor | $10.51 | 1 |
| #5 | @seanbrown_0 | Predictor | $10.35 | 3 |
| #6 | @ryanli | Predictor | $10.16 | 6 |
| #7 | @jparklev | Predictor | $9.27 | 11 |
| #8 | @shiyuSQ | Predictor | $7.98 | 2 |
| #9 | @neko_1988_ | Predictor | $7.54 | 5 |
| #10 | @kyan_novoyd | Predictor | $7.06 | 1 |