Prediction Market Arbitrage Glossary

Plain-English definitions of every concept you need to understand cross-platform arbitrage on Polymarket and Kalshi.

Core Arbitrage Terms

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…

Term

Complement Arbitrage

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

Term

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…

Platform & Mechanics

Term

CLOB (Central Limit Order Book)

A Central Limit Order Book (CLOB) is a trading system where buy and sell orders are queued by price and time priority an…

Term

Binary Event Market

A binary event market is a prediction market where the contract has exactly two possible outcomes — YES or NO — each set…

Term

Event Contract

An event contract is a financial instrument that pays $1.00 if a specified real-world event occurs and $0.00 if it doesn…

Term

Market Maker (Prediction Markets)

A market maker in prediction markets is an entity that continuously posts both buy and sell orders on event contracts, p…

Term

Liquidity (Prediction Markets)

Liquidity in prediction markets refers to the depth and tightness of the order book — how much volume can be traded at o…

Term

Partial Fill

A partial fill occurs when a limit order is only partially executed because insufficient liquidity exists at the request…

Term

Directional Exposure

Directional exposure means your profit or loss depends on which way an event resolves. Pure arbitrage trades have zero d…

Term

Dry Run (Paper Trading)

A dry run — also called paper trading — operates an arbitrage agent in simulation mode: it identifies opportunities, cal…

Strategy & Risk

Term

Non-Custodial

Non-custodial means the automation layer never holds, moves, or controls your funds. In a non-custodial trading architec…

Term

Kill Switch

A kill switch is a manual emergency stop that immediately halts all agent activity — cancels all pending orders, exits a…

Term

Stale Pricing

Stale pricing occurs when the prices shown in an order book or API response no longer reflect current market conditions …

Term

Slippage

Slippage is the difference between the expected fill price of a trade and the actual fill price. In prediction markets, …

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