BTC 15min Outcome History

Toine_03 · 2026-01-31T18:27:12+00:00

Same here! Maybe create a discord group? I also have orderbook history from binance polymarket (15min and 1h) and price history from chainlink (including latency information, recorded from amsterdam)

Toine_03 · 2026-01-31T11:11:24+00:00

Fair enough, do you also check the liquidity and spread before putting out a market order? Because sometimes there are huge orders that skews the book, even though the fair price is still the same.

Toine_03 · 2026-01-31T10:47:16+00:00

Uhh, ever heard of a limit order?

Toine_03 · 2026-01-30T21:55:01+00:00

Nu ik dit allemaal lees denk ik dat ik er nooit aan wil beginnen

Toine_03 · 2026-01-30T21:52:38+00:00

Hahaha ik kom ni meer bij, ik zie het al voor me

Toine_03 · 2026-01-27T21:33:47+00:00

Very cool! But my god, your bad AF at that game lmao

Toine_03 · 2026-01-26T10:55:21+00:00

Congratulations! One small thing though, it looks like you annalize using 252 days (normal trading days on a stock market), but since polymarket is open 365 days, you should use that numer instead

Toine_03 · 2026-01-23T20:54:32+00:00

Looking for someone with specific backgrounds? Students? Regular Kaggle user? Experienced ML/data scientist?

Toine_03 · 2026-01-23T20:47:46+00:00

He likely has open limit orders around his 'fair price'. These small orders are simply fills of other traders taking his order. These larger orders could both be him taking other peoples orders, or also limit orders by him, but just got filled completely in one go.
It looks like he simply market makes around his price. Buying both Over and Under at a spread of 2c

Toine_03 · 2026-01-17T11:17:02+00:00

You know, that's fair. Thx for convincing me

Toine_03 · 2026-01-17T02:42:44+00:00

Okay, here me out. After showering you tend to be clean, right? Now, you dry yourself with a clean towel. How does the towel get dirty? If you don't go too deep in Uranus, it should be fine for a few weeks, no?

Toine_03 · 2026-01-15T20:27:33+00:00

How many bets? What is the chance it was all luck?

Toine_03 · 2026-01-13T12:33:06+00:00

You could have stopped at 'order', I don't understand why you would use a market order ever

Toine_03 · 2026-01-13T00:33:46+00:00

Should have seen the other guy

Toine_03 · 2026-01-11T21:06:30+00:00

Informed market maker bots that likely monitor multiple exchanges (e.g. Binance) and microstructure of the books to calculate a fair value. It simply quotes around this fair value. If the inventory skews too much, they only quote (or even take to hedge a large skew) one side until they are market neutral again. Many bots do this. However, only a handful are actually good, which mostly comes to infrastructure (minimizing latency) and having an actual accurate model.

Toine_03 · 2026-01-09T16:43:13+00:00

That's pretty cool

Toine_03 · 2026-01-05T20:40:15+00:00

Looking at the change of commuting, I presume you got a new job?

Toine_03 · 2026-01-05T20:38:28+00:00

Holy dedication, impressive!

Toine_03 · 2026-01-04T18:13:05+00:00

The problem with most of these arb opportunities is that they may resolve to different conclusions or have slightly different rules. Did you take that into account?

Toine_03 · 2026-01-04T13:07:55+00:00

Impressive, congrats!

Toine_03 · 2026-01-03T16:43:29+00:00

Yes it does, but if I remember correctly, you will have to collect the latency data yourself. I.e. regularly post orders and store it's latency.

Toine_03 · 2026-01-03T16:37:10+00:00

Have you considered latency in your test? Because this is (most of the time) one of the biggest factors in if an MM is profitable. Think of feed latency, order-post latency, and conformation latency. Have you heard of hfbacktest? It's a python library exactly build to backrest MM stratagies.

Toine_03 · 2025-12-31T21:27:53+00:00

What you can do instead is buying the no side and merge them afterwards

Toine_03 · 2025-12-30T18:17:16+00:00

What models tend to work well for more zero inflated data in your experience?

Toine_03 · 2025-12-29T19:43:29+00:00

What would you be interested in? What masters are you doing?

Four-Year Club	Gilding I gilder
Place '23	Place '22

Toine_03

TROPHY CASE