WallStreet-v-PolyMarket

The category many prediction-market tools miss entirely: comparing Polymarket-implied probabilities against what traditional financial markets imply about the same event. If the Fed's meeting path is priced in SOFR futures, if a company's earnings are priced in options skew, if an election outcome is priced in FX — those implied probabilities are a reference against which Polymarket pricing can be compared, and persistent divergence is a real arbitrage or mispricing signal. This repo appears to attempt that comparison in a TypeScript dashboard. At ~209KB it's a small, auditable codebase, likely making API calls to public market data and rendering side-by-side views. The challenge is not the dashboard — it's data hygiene: mapping an options-implied probability to a Polymarket contract on the 'same' question requires careful event-identity resolution, and that is where most cross-market tools quietly break. No stars or forks yet, so no external validation. Worth a read as a reference architecture for anyone thinking about traditional-finance-vs-prediction-market spreads; not yet deployable as a strategy engine.