NegRisk Multi-Outcome Arbitrage Scanning
Production-grade Python asyncio scanner for NegRisk multi-outcome arbitrage on Polymarket, with paper-trading mode, live browser demo, and 60 passing tests.
This strategy focuses on Negative Risk (NegRisk) arbitrage opportunities in multi-outcome markets, where the sum of probabilities for all outcomes is less than 1, creating a guaranteed profit on the NO side. The scanner continuously monitors Polymarket for such mispricings across combinatorial outcome sets. It calculates the optimal allocation to each outcome to lock in risk-free returns. Entry is automated when an arbitrage opportunity exceeds a configurable threshold. The system includes a paper-trading mode for testing and a live browser demo for transparency. With 60 passing tests, the codebase emphasizes reliability and correctness. Exit is automatic as the arbitrage closes or upon manual intervention.