Market data & features
Build time-aware datasets from prediction-market prices, order books and onchain activity. Study how information moves through markets and which observable patterns may carry a signal.
Finding potential information advantages. Turning market signals into testable trading strategies.
Explore the researchPolygraph develops prediction-market trading strategies using machine learning to investigate potential information advantages and test their value through paper simulations.
Market participants differ in what they know, how they interpret it and how quickly they act. We study asymmetric information: whether observable trading activity and market responses reveal signals that prices have yet to fully reflect.
Using market and onchain data from prediction markets such as Polymarket, we investigate pricing discrepancies and translate candidate signals into rules for when to enter, which side to take, how much simulated capital to allocate and when to exit.
Our research goal is positive risk-adjusted returns after costs. Strategies must be evaluated on later, unseen data and through paper simulations; profitability remains to be demonstrated.
If the research produces useful, reliable signals, potential commercial applications could include paid access to market analytics and research dashboards, API subscriptions for model outputs, or licensing analytical tools to other teams.
These are possible applications of the research, rather than announced offerings or commitments to launch. Their viability would depend on demonstrated usefulness, demand and applicable requirements. Current evaluation remains limited to paper simulations.
The work is turning an observation into a strategy that can withstand careful evaluation.
Build time-aware datasets from prediction-market prices, order books and onchain activity. Study how information moves through markets and which observable patterns may carry a signal.
Use machine learning to estimate outcomes and short-horizon price changes. Compare model estimates with market prices to identify potential opportunities after trading costs.
Translate candidate signals into explicit rules for entry, position sizing and exit. Account for signal strength, liquidity and risk limits—including when to abstain from a trade.
Evaluate strategies with simulated capital, incorporating assumptions about fees, liquidity and execution. Examine net returns, drawdowns and sensitivity to those assumptions.
Investigate whether trading timing, order flow and price responses reveal potential information advantages. Observable patterns are candidate signals; they do not establish what a participant knows or guarantee profitable trades.
Current work focuses on data quality, predictive models and strategy evaluation through paper simulations.
Additional compute would support larger datasets, comparisons across model architectures and evaluation across more market conditions. The aim is a reproducible assessment of whether candidate strategies remain useful after costs and risk.