Polymarket Random Forest Calibration Model
Systematic trading pipeline using Random Forest probability calibration for finding undervalued Polymarket positions.
This repository provides a complete systematic trading pipeline for Polymarket. Core components include a Random Forest calibration model that corrects market probabilities to fair values, a backtesting framework to validate the pricing model, and an automated paper trading bot for live monitoring. The model likely identifies mismatches between market prices and calibrated probabilities, highlighting mispriced assets for potential profit. The pipeline includes data collection, feature engineering, model training, and validation steps. Historical backtesting appears to show statistical edge over raw market prices. The paper trading capability allows testing the strategy in real market conditions without risking capital. Key risk is model overfitting and drift in underlying market dynamics.