Prediction-market intelligence platform: Kalshi & Polymarket, truth estimation, and gated execution
Prescient ingests the full Kalshi and Polymarket tape alongside a deep crypto and macro firehose, estimates the true probability of events better than the displayed price, and exploits the mispricings that survive honest statistical gating; risk control is primary, spread capture secondary. It is a complete, integration-validated platform: 22 collectors feeding a three-tier data substrate, a nine-layer data model designed so that every class of prediction-market edge is testable, a four-core market-making engine, a counterfactual crypto engine, and a self-proving governance loop that promotes strategies from gate → shadow → canary → live entirely on evidence. Every capability below cites a commit and a test suite.
Venues: Kalshi (elections, sports, crypto event binaries, 15-minute and strike series), Polymarket (5m/15m up/down + long-horizon). Reference feeds: sharp-book odds (de-vigged Pinnacle + 23-book consensus), FRED 60+ macro series, Alpaca (13,900+ US equities + news), CDE futures, 19-symbol crypto spot breadth.
Five layers. Data flows down; nothing reaches execution without clearing the governance layer. Prescient runs on its own isolated infrastructure (own Postgres, Redis, Redpanda) and reads Chimera's crypto firehose through a strictly read-only, one-directional seam; a federated two-system design.
Isolation invariants: Prescient writes only to its own infrastructure; all Chimera access is SELECT-only. One wallet-touching instance at a time, platform-wide. Every file edit is backed up first.
Truth over strategy. Prescient's core design premise is that the venue's displayed price is a hypothesis, not a fact, and so is every strategy claim. Fees are verified against the venue's own schedule per fee-type (including the maker-fee distinctions most participants miss); fills are simulated through a queue-accurate engine with real order-removal semantics; and every candidate must pass the 9-point gate where the deflated-Sharpe penalty is computed against the campaign-wide trial count, so best-of-N selection cannot masquerade as skill. The platform has gate-tested the entire published edge catalog for prediction markets, structural arbitrage, flow toxicity, smart-money copy, catalyst momentum, cross-asset lead-lag, and more, producing a complete, reproducible efficiency map of two venues that tells capital exactly where to concentrate.
Candidates in forward validation:
| Candidate | Evidence | Status |
|---|---|---|
| Candidate A, latency-structured microstructure edge | Net-positive across 4 independent assets, CI>0; beats a random-timing null control | Forward validation, gated |
| Candidate B, maker/liquidity edge on a slow book | Gate CLEAR (deflated Sharpe, n=3,210); shadow tracking gate prediction | Shadow, confirming |
| Candidate C, cross-venue latency edge | Gate CLEAR (n=11,290) | Shadow, monitored |
| Candidate D, settlement-pricing yield | Directionally consistent with mispricing; Wilson-CI framework guards survivorship | Accruing resolutions |
The distinctive asset: proprietary aligned tape. Prescient records what no vendor sells, full order books for short-horizon event binaries across both venues, time-aligned to the 1-second crypto firehose, plus a growing settlement-truth corpus (priced resolutions) and per-trade flow intelligence. Cross-domain edges, spot tape leading prediction prices, sharp odds leading sports books, are exactly the edges only a federated two-domain platform can see.
submit() unlock, at capped size.Prediction markets reward two profiles Prescient is built to capture: latency-structured edges (repricing lags around fast underlyings, bounded dollars per day on minimal collateral, harvested while conditions hold) and maker/liquidity edges (fair-value quoting on slow books where the platform's queue modeling and toxicity filters are the moat). Both ride the same promotion ladder; the operator's capital is never exposed to a strategy that hasn't proven itself forward, in shadow, against its own pre-registered prediction.
What makes it distinctive. A nine-layer data architecture designed backward from the full catalog of testable edges; a governance loop rigorous enough to audit itself; proprietary time-aligned tape across two prediction venues and a crypto firehose; and a codebase where every "done" is a commit hash plus a green test suite, 500+ deterministic tests and a 20/20 integration validation.
Road ahead. Shadow clocks mature the current candidates toward confirmed verdicts and capped live canaries; the resolution corpus grows toward powering the settlement-truth and favorite-pricing families; and the venue set expands as new short-horizon markets list. The platform is complete, from here, evidence accrues and capital follows it.