Individual skill
related-market-spread
Use when two Polymarket markets imply different probabilities for a linked outcome.
skills/related-market-spread/SKILL.md
Source commit 9d41db54b231f77e35610a73230eaeffcb456215
What was checked
- Matches the observed repository HEAD
- Yes
- Scanner rules are current
- Yes
- Repository scan complete
- No
- Skill scan complete
- Yes
- Observed behavior
- Instructions only
- Last checked
- Nov 11, 2026
These are observations at the recorded commit, not a guarantee of safety. Review the source before running it.
Install this skill
Choose an agent in your Stack or copy a command below. Commands fetch the pinned commit and copy only this skill directory. Existing destinations are refused. Copying a command does not install anything.
An install command is unavailable: current rules, complete repository and skill scans, an eligible behavior level and a permitted license are required.
Repository context
- Repository stars (not skill ratings)
- 232
- Repository last updated
- Sep 10, 2026
- License
- MIT
Observed agent integration: No specific integration evidence. Standard SKILL.md installation does not imply verified compatibility.
- agent-skills Repository topic
- backtesting Repository topic
- hyperliquid Repository topic
- trading Repository topic
- ai-agents Repository topic
- algorithmic-trading Repository topic
- equities Repository topic
- llm Repository topic
- mcp Repository topic
- polymarket Repository topic
- engineering Derived category
Files and excerpt
File metadata and permitted, redacted excerpts come from the recorded scan. Source links are pinned to that commit.
Browse files
SKILL.mdcore · 2,833 bytes
Read excerpt
# Strategy: Polymarket · Related-Market Spread
## When to use
Use this when the user asks for relative-value trades, discrepancy checks, linked outcomes, or questions like "this market is mispriced versus that one."
## What the agent should look for
- At least two canonical Polymarket markets from `GET /context/markets?venue=polymarket`.
- Resolution logic that is genuinely comparable across the two markets.
- Spread between filled-trade prices that is wide versus historical behavior.
- Enough historical filled data on both markets for the requested backtest window.
- Ability to enter and exit both legs (or acknowledge unavailable liquidities before entering).