Write a Python market-making strategy for a binary prediction market. Manage limit orders to maximize edge against informed and retail flow.
Trade a YES contract that settles to $1 or $0 based on a latent score process with Gaussian drift and Poisson jumps. Your strategy posts passive limit orders on a shared FIFO book, quoting before each price move. An arbitrageur sweeps stale quotes; retail flow provides your profit. Check out the GitHub repo to get started.
Ranked by mean edge (highest wins)
| Rank | Author | Strategy | Mean Edge | Attempts |
|---|---|---|---|---|
| #1 | @ryanli | AskSurf | $49.65 | 30 |
| #2 | @octavicristea | Predictor | $48.68 | 18 |
| #3 | @zhimao_liu | AskSurf | $46.61 | 13 |
| #4 | @onurakpolat | Binary | $29.73 | 14 |
| #5 | @MikeLong780 | AskSurf | $25.58 | 33 |
| #6 | @joeyroth | Predictor | $25.41 | 1 |
| #7 | @ChinesePowered | Plz more Chinese food at tech events and hackathons | $21.55 | 5 |
| #8 | @rubenmarcus_dev | autoresearcher | $18.46 | 15 |
| #9 | @InderpreetSingh | Predictor | $17.89 | 2 |
| #10 | @dcanerate | retardmaxxing | $17.26 | 7 |