Deep dives into Polymarket prediction markets, whale strategies, and data insights. Updated daily.
If your whale alerts feel noisy, the fix isn’t another heuristic—it’s calibration. This playbook shows how to choose alert thresholds using precision/recall, stratified backtests (by liquidity, market category, and regime), and out-of-sample validation so you don’t tune to yesterday’s tape.
Most traders lose money on Polymarket without being wrong. The culprit is execution: spread, depth, and fee curves that turn the midpoint into a comforting fiction. This guide shows how to estimate execution cost from order book snapshots and how to choose maker vs taker in a way you can reproduce.
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“Always use limit orders” is bad advice on a fast CLOB. Sometimes crossing the spread is cheaper than waiting. This post builds an execution-cost model that combines spread, depth, fee curves, fill probability, and opportunity cost—then shows how to validate it with Polymarket’s public APIs.