Deep dives into Polymarket prediction markets, whale strategies, and data insights. Updated daily.
“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.
Whale edges don’t decay on a timer—they move through a lifecycle. This guide frames Polymarket trading as a position state machine and shows how to detect Entry, Defense, and Unwind phases using net position changes, trade structure, and closed-position PnL you can verify via Polymarket’s public APIs.
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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.