Signal-Driven#081

Cross-Market Information Leakage Mapping

Map out Polymarket markets that are logically linked (e.g. 'wins the primary' should move 'wins the general'), and when a leading market reprices on news, trade the related lagging market before arbitrage bots equalize the implied conditional probability. The edge is exploiting how slowly information travels across the platform's own web of connected markets.

What you need to run it

Market-dependency graph + conditional-probability linkage model
Real-time price feed across all related markets
Lead-lag detection identifying which market moves first
Low-latency execution to capture the lagging leg

Where this applies

Markets on Polymarket where cross-market information leakage mapping is the natural play:

Will [candidate] win the 2028 nomination? (lead) vs Will they win the 2028 general election? (lag)
Will the Fed cut at the next meeting? (lead) vs Will there be 3+ cuts in 2027? (lag)
Will [team] win their conference? (lead) vs Will they win the championship? (lag)

Capabilities this demands

Model / quantCustom code / APILow latencyMulti-venue

At a glance

CategorySignal-Driven

Requirements4

CapabilitiesModel / quant, Custom code / API, Low latency, Multi-venue

VenuePolymarket (CLOB, Polygon)

Build it

Related signal-driven strategies

This is documentation, not advice. Poly Research & Robotics publishes how these strategies work because the method should be checkable — not as a recommendation to trade them. See the full strategy database (297 strategies) or the data feeds directory.