Prediction Market Arbitrage Glossary

Plain-English definitions of every concept you need to understand cross-platform arbitrage.

Term

Prediction Market Arbitrage

Prediction market arbitrage is the practice of simultaneously buying YES on one platform and NO on the other for the sam…

Term

Spread

In prediction market arbitrage, the spread is the difference between $1.00 and the combined cost of YES and NO contracts…

Term

Two-Leg Execution

Two-leg execution is the simultaneous placement of both sides of an arbitrage trade — buying YES on one platform and NO …

Term

Circuit Breaker

A circuit breaker is an automatic risk control that unwinds an open leg when the second side of an arbitrage trade fails…

Term

Kelly Criterion

The Kelly criterion is a mathematical formula for calculating the optimal fraction of your bankroll to bet on each trade…

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Complement Arbitrage

Complement arbitrage exploits the mathematical identity that YES + NO for the same binary event must equal exactly $1.00…

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Resolution Risk

Resolution risk is the chance that a prediction market contract resolves differently than expected due to ambiguous word…

Term

Cross-Market Arbitrage

Cross-market arbitrage involves exploiting price differences for the same underlying event or asset across two or more s…

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