Portfolio-Level Polymarket Arbitrage

From nicolaslblanc/polymarket-arb, this strategy performs portfolio-level arbitrage detection—simultaneously scanning multiple related markets to find pure arbitrage opportunities where combinations of positions guarantee profit regardless of outcome. Unlike simple two-market arbitrage, this considers multi-leg positions across event-linked markets. The Python implementation likely uses linear programming or graph algorithms to identify arbitrage cycles. The strategy automatically calculates position sizing for risk-free returns. Market depth and execution speed are critical; large positions may move prices and eliminate arbitrage.