SightWhale Blog
阅读中文Deep dives into Polymarket prediction markets, whale strategies, and data insights. Updated daily.
Liquidity Regimes: Detecting When a Market Turns ‘Tradable’ (Before the Crowd)
A Polymarket market can flip from untradable to efficient in hours—spread compresses, depth refills, and whales suddenly matter. This post builds a practical tradability score from spread, depth, and cancellation pressure, with a reproducible way to compute it using public order book endpoints.
Copying Whales ≠ Doing Homework: How to Spot Hedging, Cashouts, and Roll-overs
The dangerous misconception of blindly following large orders. Learn to distinguish between directional bets, risk management, and position adjustments to avoid becoming exit liquidity.
CLOB Microstructure: How to Spot Real Buying Pressure vs. Fake Liquidity Walls
Learn to read order book dynamics like a market maker. This guide reveals how to distinguish genuine capital flows from manipulative spoofing using depth, spread, imbalance, and cancellation patterns.
The Signal Half-Life: Why Following Whales Too Late is a Losing Strategy
We analyzed 50,000+ Polymarket trades to calculate the 'expiration date' of whale signals. Here's how to know if a signal is still fresh or if you're just exit liquidity.