Blog
Insights on prediction markets, trading strategies, and how to leverage historical data for alpha discovery.
Warm Sector, Cold Truth: Atlanta's 28°F Crash and What Polymarket Missed
The March 2026 megastorm delivered the sharpest temperature swing in the US this winter. We tracked how Polymarket's daily weather markets priced — and mostly failed to anticipate — Atlanta's 28°F temperature collapse in 72 hours.
Polymarket's $644M February Jobs Bet: How the Worst Payrolls Print in Years Was Priced
February payrolls came in at -92,000. Polymarket had $644M wagered across seven range markets and still priced the correct outcome at 22 cents the morning it happened. Here's the full price path.
The Oman Fake-Out: How Polymarket Priced Khamenei's Death at 7.5 Cents the Morning Before It Happened
On Feb 27, the US/Israel strikes Iran market hit 7.5¢ after an Oman diplomatic breakthrough. Less than 24 hours later, Khamenei was dead. Here's what the full data shows.
Getting Started with Polymarket Historical Data
Set up a clean first workflow with Polymarket historical data: fetch markets, pull minute data, and structure your first reproducible research notebook.
How to Backtest Polymarket Strategies with 1-Minute Data in Python
Build an execution-aware Polymarket backtest in Python: align minute bars, apply liquidity filters, and simulate realistic fills from historical L2 depth.
OpenClaw + Polymarket: Build a Local Trading Agent With Historical L2 Data
A research-hardened guide to using OpenClaw for Polymarket workflows with strict agent contracts, historical L2 execution checks, and reproducible backtests.
How to Calculate Polymarket Slippage with Historical L2 Order Books
Estimate realistic fill prices on Polymarket using historical L2 depth, weighted fills, and basis-point slippage reporting by regime.
Polymarket Sports Trading Strategies: Model Slippage With Historical L2 Data
Use historical L2 order books to build sports-market backtests that include spread shocks, partial fills, and execution-aware position sizing.