Polymarket bots185 shown

Unified prediction market trading API, not a specific trading strategy.

unified trading API, not a standalone strategy

AI-driven autonomous agent using LLM (Claude) for market scanning, edge detection, execution, and risk management across multiple CEXs, DEXs, and prediction markets.

Copy-trading of whale wallets identified by large transaction sizes, with real-time alerting.

Arbitrage trading on 5-minute BTC/ETH prediction markets

Arbitrage trading on Polymarket 5-minute BTC Up/Down binary options

Implements 5 arbitrage strategies including merge/redeem, multi-timeframe analysis, and risk management

Multi-strategy framework: arbitrage, copy-trading, market-making, and more across Polymarket, Kalshi, Limitless, with Predict.fun roadmap.

Not a trading strategy, but a tooling project. Provides a terminal dashboard for market overview, price tracking, and order placement, enabling faster manual analysis and execution for traders who prefer CLI tools.

Arbitrage trading across Polymarket markets

Framework for building, backtesting, and deploying trading strategies across multiple betting/prediction market platforms.

Uses Chainlink oracle price divergence, liquidity filters, and short-term scalping for final-epoch opportunities.

Unknown; likely a variant of a common trading bot or a disguised template.

Cross-platform arbitrage between Polymarket and Kalshi

Notification service: provides news and price alerts via Telegram, not an autonomous trading strategy.

Weather-based quantitative analysis and trading on Polymarket temperature markets using intelligent models

Whale tracking and social signal distribution via Telegram notifications for large Polymarket trades.

Multi-agent AI system combining signals from 8 sources (Polymarket, Kalshi news, social, on-chain) through a Kronos fusion model, with reinforcement learning tuning.

Unspecified generic trading bot

Multi-strategy: 25+ built-in strategies including copy trading, AI scoring, and custom Python strategies.

On-chain oracle front-running — monitors Polygon block data for UMA/OVM resolution transactions, parses the outcome before the market's frontend updates, then executes trades via CLOB API with AI-based confirmation.

Arbitrage on BTC 5-minute up/down markets; likely statistical arbitrage or latency-based.

Autonomous multi-strategy trading with real-time market scanning and adaptive positioning

Unified market data aggregation and arbitrage across multiple prediction market venues.

Edge detection, liquidity provisioning (market making), cross-market arbitrage, all gated behind paper-trading and risk controls

Multi-strategy Rust trading engine with risk management

General-purpose Polymarket interaction tool (not a specific trading strategy defined)

General interaction tool for Polymarket; not a specific trading strategy.

Market-making/arbitrage: removes juice (overround) from sportsbook lines, converts to implied probabilities, quotes two-sided markets on Polymarket, and delta-hedges positions across correlated contracts.

Hybrid ML ensemble (LightGBM+XGBoost) combined with LLM-based signals for multi-factor market analysis, with Telegram-based alert delivery

Paper trading on temperature markets using weather data for edge detection

Multi-strategy: Momentum, Maker, Arbitrage, Time Decay, Basis, ML, Trend.

Aggregator of external tools and resources, not a trading bot itself

Cross-book arbitrage: scans Polymarket prices and compares against proxy odds to highlight unmatched 'proxy' bets for manual execution.

Cross-platform arbitrage between Polymarket and Kalshi prediction markets using autonomous trading agents.

Cross-platform prediction market API abstraction layer — agent-based simulation, Bayesian modeling, and trading algorithm development.

Curated directory / discovery resource (not a trading strategy itself)

5-minute arbitrage on pricing mispricings

AI/LLM integration layer for prediction market trading through Model Context Protocol

Copy trading of weather and sports markets

AI-agent-based signal generation with autonomous swarm intelligence for trade execution

Signals from OKX whale and Polymarket smart-money flows are processed by a multi-agent AI system for high-conviction trades.

Cross-exchange arbitrage exploiting price differences between Kalshi and Polymarket prediction markets

N/A - provides a framework/infrastructure for AI agents to interact with Polymarket without real funds. Support for agent-driven markets or simulated strategies.

Cross-platform arbitrage between Kalshi and Polymarket

MCP server providing AI agents with Polymarket data access, real-time monitoring, and market analysis capabilities.

LLM/agent-driven prediction and trading on Polymarket (details not specified in description)

Avellaneda-Stoikov market making with delta hedging

Agentic AI framework using Claude and GPT models for trading automation and strategy enhancement

General automated trading on Polymarket (copytrading/arbitrage unspecified)

Automated BTC 15-minute market trading with custom triggers and stop-loss

Trading terminal: provides an interactive terminal interface for market data, charting, and order placement for crypto-specific markets.

Provides the foundational layer for algorithmic trading strategies. While it is not a strategy itself, it enables any Go-based bot to efficiently place orders, stream market data, and interact with the orderbook. Its value lies in performance and reliability.

Copy trading via on-chain wallet analysis with limit order execution

Cross-asset arbitrage between BTC and SOL 15-minute prediction markets on Polymarket, using Rust for low-latency execution and block engine for MEV-style order placement.

Quantitative weather prediction market arbitrage (NO side on overpriced temperature markets)

order book analysis and quant research

Portfolio construction via tokenized baskets (ETF-for-prediction-markets) enabling multi-outcome position bundling

Market scanning with evidence gathering, paper trade recommendation, result tracking — designed as research assistant not auto-trader.

Cross-platform arbitrage between Polymarket and Kalshi on BTC 15-minute markets

Automated trading via GitHub Actions

AI-directed trading using Claude-Sonnet 4.6 LLM

Copy-trading top Polymarket performers

AI-driven edge detection with Kelly risk management across prediction markets

Impulse-based momentum detection with automated trailing stop management and delta-neutral hedging

SDK/library for building Polymarket trading bots and analytics tools

Bets on temperature outcomes using an ensemble of forecast models (METAR, Open-Meteo) fused into calibrated bin probabilities, with settlement-aware adjustments and risk-sized fail-closed execution.

Ensemble ML model (LGBM, XGBoost, LSTM) for short-term BTC price direction prediction

Scans NegRisk multi-outcome markets for arbitrage opportunities, with paper-trading mode.

Whale watching and smart money flow tracking - informational strategy not trading execution

Mobile prediction market interface with wallet abstraction

Scalping strategy on US Futures prediction markets with automated execution

A library/toolkit offering low-level functions to interact with Polymarket's CLOB, suitable as a foundation for building custom trading bots.

Combines AI/LLM decision-making with traditional arbitrage and market making strategies

AI-driven trading using Anthropic's Claude for market analysis and trade decisions

Quantitative research and paper-trading: backtests and simulates specialized strategies for 5-minute BTC Up/Down markets, focusing on structured products like Dual and Tail.

General trading (strategy details not specified in description).

Cross-platform arbitrage between Polymarket and Kalshi prediction markets

Cross-venue arbitrage detection by matching equivalent markets across Kalshi and Polymarket

Cross-platform odds comparison between Polymarket and traditional sportsbooks for arbitrage opportunities

Command-line interface for manual and scripted Polymarket trading

Uses an XGBoost + LightGBM ensemble to trade BTC 15-min binary markets, with a focus on model retraining and monitoring for performance.

General-purpose automated trading with Python

Coherence arbitrage research: Scans Polymarket's multi-outcome markets for situations where the sum of probabilities for mutually exclusive outcomes deviates significantly from 100% (coherence violation). The bot demonstrates whether these violations are exploitable or obscured by transaction costs (bid-ask spread).

Bets on underdogs in high-volume, unanchored Polymarket markets based on a documented favorite-longshot bias, using a measurement-focused framework rather than a black-box model.

World Cup 2026 prediction market trading with ticket resale system integration and sports betting simulation

Convex optimization arbitrage — models the multi-outcome arbitrage problem as a convex optimization, applies the Frank-Wolfe algorithm to find the optimal trade allocation that minimizes slippage while maximizing risk-adjusted return.

Cross-exchange arbitrage between Kalshi and Polymarket with LLM-based market semantic matching

Combinatorial arbitrage detection across Polymarket, Kalshi and others

Jury-based consensus strategy for BTC 5-minute Up/Down markets. It likely aggregates signals from multiple models (the 'jury') to make a decision, and includes serious backtesting with orderbook data.

statistical arbitrage on weather markets (NO side)

NegRisk multi-outcome arbitrage detection

Cross-venue arbitrage / slippage-aware execution: L2 VWAP + DEX price comparison, exposed to AI agents over the x402 MCP protocol

Numerical weather prediction + Kelly-criterion position sizing across Kalshi and Polymarket temperature markets, with full transparency of forecasts and market conditions at trade time

Passive dashboard/monitoring for bot P&L tracking

Copy Trading: identifies 'smart money' wallets by historical success and copies their trades.

Kelly criterion position sizing based on NWS forecast data for weather derivatives

Cross-platform value scanning between Kalshi and Polymarket using independent probability models, decimal-exact pricing, and walk-forward backtesting for conservative expected value estimation.

Unknown; likely general market or copy-trading bot, but implementation is opaque.

Ensemble machine learning models with Monte Carlo simulation to price match outcomes and detect market inefficiencies

Cross-venue arbitrage detection between Kalshi and Polymarket with fee-aware pricing calculations and risk engine for locked positions

Cross-exchange arbitrage: identifies price discrepancies between Polymarket and Predict.Fun for identical or highly correlated markets

Market surveillance: monitors large trades, top holders, and specific wallets for Polymarket sports markets with configurable alerts

Multiple strategies including Flash Crash detection, 15-min market momentum, and gasless arbitrage using proxy wallets

Copy trading by monitoring leader wallet activity and mirroring trades with configurable sizing and delay

AI-agent-driven copy trading via MCP protocol: tracks whale wallets, generates copy signals, executes paper trades via $10k mock wallets

Grid trading on Polymarket perpetuals to profit from price oscillations

Research paper replication: Dubach strategy for prediction market inefficiencies

Multi-category copy trading with configurable target wallets via TOML configuration

Copy-trading: monitors on-chain wallets and mirrors their trades on Polymarket, aiming to replicate the returns of successful traders.

Uses AI (likely a research model) to generate trading signals for short-term BTC prediction markets and sends alerts via Telegram.

Market making with phase-based implementation covering spread capture, inventory management, and risk limits

Analytics/Fee Research: analyzes on-chain execution data to reverse-engineer the hidden fee structures of various Polymarket interfaces and bots.

Maker arbitrage scanning with paper-trading simulation and dashboard visualization

Likely statistical models on in-game events (pitch counts, scores) to identify mispriced live markets.

Unspecified; likely a basic automation bot for Polymarket, details pending review.

Signal generation from market data for live trading on Polymarket

Real-time cross-exchange arbitrage scan across four trading platforms

Same-venue binary complement arb (buy YES and NO of complementary events summing to < 1), multi-outcome NegRisk field arb with false-positive filter, and cross-venue mirror market matching with Polymarket vs Kalshi prices. Read-only, no execution.

Copy trading top Polymarket traders, tracking market moves and managing positions

Market mispricing detection combined with smart money flow analysis, delivered via browser extension

AI-assisted weather arbitrage (predicting weather event outcomes vs. market prices)

Detects and trades price discrepancies between equivalent markets on Polymarket and Kalshi using Kelly sizing.

Arbitrage on 15-min Up/Down markets with hedge thresholds and risk management.

Unsure if it uses a specific arbitrage, market-making, or copy-trading strategy, or a suite of several.

Infrastructure/tooling: provides data and execution access to LLM agents via MCP, enabling LLM-driven trading strategies.

Whale wallet identification and activity analysis with automated copy-trade signal generation

Simple paper copy-trading: fetches target wallet's portfolio and simulates mirror trades via scheduled GitHub Actions runs

Only displays the user's simulated copy trading results, no execution of the strategy.

Cross-platform arbitrage between Predict.fun and Polymarket with market-making on identified price discrepancies

Cross-market probability arbitrage — compares Wall Street (options/futures-implied) probabilities against Polymarket pricing on correlated events to surface divergences.

Latency-sensitive news arbitrage. The strategy involves monitoring news feeds, parsing sentiment or factual information that impacts specific markets, and placing orders faster than other market participants can react. Sub-200ms execution is the core of the strategy.

The bot is based on a stacked ensemble: it combines XGBoost and LightGBM models to estimate an edge for arbitrage-style trading on BTC binary options.

Copy-trading that mirrors the positions taken by the most successful wallets on tennis-specific Polymarket markets.

Copy trading based on wallet DNA analysis—identifies and follows the trades of successful wallets.

Unknown — 'quant' labeling in the repo name implies statistical or model-driven pricing, but the blackout on documentation prevents verification.

Multi-strategy with 8 distinct methods, Kelly sizing, and circuit breaker risk management

Cross-venue spread analysis and arbitrage detection

Copy trading — tracks high-performing wallets and mirrors their positions in paper mode, with a scanner component for identifying whales worth following.

Unspecified; likely an AI-agent using LLM-driven decision-making for trade execution.

Cross-Exchange Arbitrage: identifies price discrepancies for similar 15-min BTC markets across two platforms.

Cross-exchange and inter-market arbitrage detection between Kalshi and Polymarket, with a real-time order book comparison in Rust for high performance.

Weather market trading with automated position management

Momentum following: Tracks short-term price and volume movements in LoL markets to detect strong trends and automatically places trades in the direction of momentum. The 'self-managed' tag implies it runs without direct supervision.

Trading based on weather market predictions, but lacks clear strategic detail.

Random Forest ML model for probability calibration / edge detection + backtesting + paper trading

Copy trading: mirrors target account activity with configurable size limits and interval polling.

Event-driven arbitrage/momentum based on real-time social media post counting.

Portfolio-level multi-strategy agent: yield farming, DCA, arbitrage, and prediction markets.

Cross-venue arbitrage research: Kalshi ↔ Polymarket market matching on equivalent event contracts, spread detection, read-only execution

Timezone-arbitrage and multi-strategy: Python framework with 9 pluggable strategies including momentum, mean reversion, and timezone lag exploitation (trading US events during Asian hours when liquidity is thin).

General quantitative strategy framework with backtesting and live execution

Market-making simulator that measures theoretical LP reward share, fill rates against real order book, and adverse selection costs using historical CLOB data without executing trades

Research framework with 11 candidate strategies: range from simple moving average crossovers to ML-based classifiers, all evaluated on historical Polymarket data with transparent performance reporting.

Statistical analysis of Polymarket wallet performance using z-scores to identify profitable traders for copy-trading signals.

Arbitrage between BTC/ETH markets

Real-time monitoring of 5-minute BTC binary options with configurable thresholds, Telegram notifications for price swings and spread anomalies

Data analysis: focuses on measuring market coherence and screening for fee-adjusted arbitrage opportunities across prediction markets.

Breeden-Litzenberger risk-neutral density extraction applied to prediction-market implied probabilities, combined with ML to flag mispricings and cross-market arbitrage.

Unknown

Copy-trading with quantitative trader selection: ranks traders by net edge (PnL/volume - 2.3% x spread crossings), copies only those above threshold, enforces position limits and stop-losses, key remains locally

Momentum + arbitrage hybrid: monitors 15-min BTC/ETH markets on Polymarket, uses momentum indicators (e.g., RSI, moving average crossovers) to identify trend direction, then arbitrates between related markets or across platforms when momentum signals align

Unspecified weather market strategy using live data feeds

NLP-based credibility scoring of event descriptions and resolution sources to identify mispriced contracts

Data analysis and wallet reconstruction. It doesn't execute trades but provides a powerful analytical tool to reconstruct and analyze any trader's behavior based on public on-chain proxy wallet data.

Cross-market arbitrage detection — compares Polymarket multi-outcome internal consistency (arbitrage) and cross-references prices with Kalshi for the same event, then flags discrepancies with a structured research workflow.

Custom market-making / retail-facing execution via TUI, likely manual or semi-automated trading with real-time data display

Multi-outcome NegRisk arbitrage detection and execution using CLOB adapter

Screening and frontend trading for crypto markets with resolution confidence scoring and alerts

Cross-line arbitrage detection and execution on sports events via CLOB V2 API

Dashboard/reporting for a 5-minute crypto trend trading bot on Polymarket

No automated strategy; manual terminal-based trading interface for Polymarket CLOB with live market data.

Unknown - no description or topics provided; likely uses Polymarket CLOB or Gamma API for market interaction.

Infrastructure/library for building custom Polymarket bots (strategy-agnostic framework)

Cross-market arbitrage scanning across multiple prediction market platforms (Kalshi, Polymarket, PredictIt)

Cross-market arbitrage on political markets, fractional Kelly position sizing, requires backtested edge

Hedged market-making — quotes both sides of a binary market simultaneously using delta-neutral positioning; earns spread on filled orders plus potential Polymarket liquidity incentive rewards.

The bot likely implements a finite state machine (FSM) to track the lifecycle of arbitrage opportunities. It may define states like 'scan', 'evaluate', 'trade', and 'exit' to manage orders across related markets. The strategy likely involves finding and executing on pricing inefficiencies between multi-outcome markets, potentially on the same or different competitions.

Cross-platform arbitrage: scans Polymarket, Kalshi, and Limitless for price differences on similar events, executing trades on both sides to lock in risk-free profit.

Not a trading strategy — a decision-support data layer. Exposes REST, MCP, and OpenAPI surfaces that agents can query for cross-venue prediction-market context.

Multi-source intelligence aggregation: combines Polymarket/Kalshi odds, whale wallet tracking, and AI-generated trading signals into a unified dashboard.

Lead-lag arbitrage exploiting delayed price discovery in prediction markets relative to a crypto-sourced vig-free line, with Kelly criterion position sizing.

Paper trading simulation comparing multiple bot strategies

News-based arbitrage trading on Polymarket

Tracks smart-money wallets on Polymarket, mirrors trades paper-only, measures real-world copy-trading friction (delay, slippage, execution quality).