HQ Paphos, Cyprus · worldwide
Production notes on market making, backtesting, execution speed and the safeguards behind a live prediction-market system.
3 published parts
A live market-making bot on the Polymarket prediction market was leaking money to a slow control loop. We kept the quant logic in Python and moved only the latency-critical execution path into a Rust sidecar — cutting the reaction time on the most expensive event from roughly two seconds to the low tens of milliseconds.
By Alexander Vinokurov
Before a prediction-market trading strategy touches real money, we put it through backtests against real order-book depth and a staged ladder of simulation modes — inert, virtual, mirror, then a small real bring-up. Here is how the de-risking pipeline works, and why every promotion is gated by evidence rather than optimism.
By Alexander Vinokurov
How a market-making bot survives on a fast prediction market: the anti-pickoff logic behind a live Polymarket system — pre-signed cancels, event-reactive requoting, order-book imbalance guards and enforced post-only quoting, and how they fire together the instant the underlying moves.
By Alexander Vinokurov