Quant / Trading Systems · Independent quantitative systems project
Prediction Market Execution Engine
Real-time Polymarket microstructure + paired-outcome execution system
Built an asynchronous Polymarket research and execution engine after studying more than 1,000 observed trades. The system finds active binary markets, streams both outcomes in real time, checks whether buying both sides creates a pricing opportunity, and tracks positions as they grow. Paired trades and higher-risk single-side trades use separate sizing and risk rules.
Analyzed 1,000+ observed trades to study entry prices, hedge timing, repeated buying, and position balance.
Streamed both outcome tokens with WebSockets so price checks update when the order book changes instead of relying on repeated REST requests.
Compared the combined cost of both outcomes and tracked paired positions separately from directional single-side trades.
Tracked quantity, total cost, average entry, trade count, and PnL for each market as positions changed.
Sized trades from available bankroll with configurable risk limits and maximum position sizes.
A good quoted price does not guarantee both legs fill at that price, so the engine has to track timing, partial fills, and position balance.
The cheaper outcome can change as prices move, so the strategy determines each side from the current market rather than fixed labels.
Repeated entries require cumulative cost tracking; the latest quote cannot stand in for the true position cost.
Built a modular prototype covering market discovery, live pricing, paired-outcome checks, position accounting, paper trading, and portfolio risk controls.