Weather NO-Side Betting Strategy

This strategy identifies overpriced YES contracts on Polymarket temperature markets (e.g., 'Will temperature exceed X in City Y on Date Z?'). It uses live METAR weather station data and Open-Meteo forecast data to compute a Gaussian probability distribution for the actual temperature. When the market-implied probability of YES exceeds the model's estimated probability by a sufficient margin (edge), the bot places a NO bet, effectively selling the overpriced YES shares. Entry is triggered when the calculated edge exceeds a configurable threshold. Exit occurs at expiration or when the market price reverts closer to fair value. The repo implements a paper-trading mode that logs hypothetical P&L without real funds. This strategy is specific to weather events and relies on the assumption that weather prediction markets often misprice tail risks or lag behind forecast updates.