Sports · Market Making#173

Halftime & Between-Period Repricing Lag

During a break in play there is no new information, but there is a wave of traders repositioning at once, and the book gets thin and jumpy. You quote both sides through the break around a fair value anchored to your win-probability model, collecting the spread from people who want out or in immediately. Because nothing can actually happen while the clock is stopped, inventory risk during the break itself is unusually low.

What you need to run it

Model fair value that holds steady through stoppages rather than drifting with flow
Automated quoting with inventory caps and a hard flatten before play resumes
Knowledge of each sport's break timings so quoting starts and stops precisely

Where this applies

Markets on Polymarket where halftime & between-period repricing lag is the natural play:

Will the Suns beat the Mavericks tonight? (quoted through halftime)
Will Bayern Munich win at full time? (quoted at the interval)
Will the Avalanche win tonight? (quoted between periods)

Capabilities this demands

Custom code / APIModel / quantPatience

At a glance

CategoryMarket Making

MarketSports

Requirements3

CapabilitiesCustom code / API, Model / quant, Patience

VenuePolymarket (CLOB, Polygon)

Build it

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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.