Glossary

Market Maker (Prediction Markets)

DefinitionA market maker in prediction markets is an entity that continuously posts both buy and sell orders on event contracts, providing liquidity to other traders. Market makers profit from the bid-ask spread — buying slightly below and selling slightly above the 'true' price. They are the primary counterparty for retail traders on Polymarket and Kalshi.

Definition

A market maker is a professional liquidity provider that quotes two-sided prices — a bid (buy) and an ask (sell) — on a given contract at all times. By continuously offering to both buy and sell, they ensure other traders can always find a counterparty. Their profit comes from the spread between bid and ask prices.

Market makers on Polymarket and Kalshi

Both platforms have institutional market makers who post large volumes of limit orders across thousands of contracts. On Polymarket, some are pseudonymous; on Kalshi, registered market makers provide liquidity under their exchange framework. These market makers are typically sophisticated quantitative traders with proprietary models for pricing binary events.

Why market makers close arbitrage windows

When an arbitrage opportunity appears — a spread between YES on Platform A and NO on Platform B — market makers on both sides will adjust their quotes as they observe order flow. A sustained price divergence attracts capital from arbitrageurs, which rebalances prices. This is why arbitrage windows close quickly (30–200 seconds) and why automation is necessary to capture them.

Market maker vs arbitrageur

Market makers profit from providing liquidity to directional traders (the bid-ask spread). Arbitrageurs profit by exploiting cross-platform mispricings (the complement spread). They're complementary roles: market makers create depth within each platform; arbitrageurs synchronise prices across platforms.

Liquidity and arbitrage viability

Without market makers, order books would be thin and spreads too large to trade profitably. Thick order books (from market makers) allow arbitrageurs to fill both legs at prices close to quoted — essential for maintaining positive net edge after fees.

Related terms

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