Quantitative#125

Cross-Market Net-Exposure Netting

Add up your true directional bet on each underlying fact across every market at once, because a 'Yes' in one market can quietly offset a 'No' in a related one. You then only hedge or trade the leftover net amount instead of every gross position. The edge is capital efficiency and lower real risk: your books look big and scary but mostly cancel out, freeing cash that gross numbers tie up.

What you need to run it

Shared-outcome mapping across related markets
Signed-delta aggregation per latent outcome
Residual-net hedging logic
Gross-vs-net capital tracking

Where this applies

Markets on Polymarket where cross-market net-exposure netting is the natural play:

Will the Democratic candidate win the 2028 presidential election?
Will the Democrats win the 2028 popular vote?
Will Bitcoin close above $150k on Dec 31, 2027?

Capabilities this demands

Model / quantData ingestionRisk managementCustom code / API

At a glance

CategoryQuantitative

Requirements4

CapabilitiesModel / quant, Data ingestion, Risk management, Custom code / API

VenuePolymarket (CLOB, Polygon)

Build it

Related quantitative 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.