Question 1

What is the Polymarket Mispricing Scanner?

Accepted Answer

The Polymarket Mispricing Scanner is a daily automated scan that uses a Bayesian swarm of two AI agents — a Kalshi cross-reference agent and a Claude NLP agent — to identify Polymarket markets where the listed price diverges from independent probability estimates by 5 or more percentage points. Flagged markets include Kelly-sized position recommendations.

Question 2

How does the Bayesian swarm detect Polymarket mispricings?

Accepted Answer

Agent A cross-references each Polymarket question against Kalshi markets using title similarity matching, then uses the Kalshi price as a probability signal weighted by relative volume. Agent B sends the question to Claude Haiku for an independent NLP-based probability estimate. Both signals feed into a Bayesian weighted average. When the swarm disagrees with Polymarket by 5pp+, the market is flagged.

Question 3

When should I act on a HIGH CONFIDENCE mispricing flag?

Accepted Answer

HIGH CONFIDENCE means the Bayesian swarm diverges from Polymarket by 8 or more percentage points — both the Kalshi cross-reference and Claude NLP are pulling in the same direction. Before acting, verify that the Kalshi match is actually the same event, check for any news that could explain the gap, and use the quarter-Kelly fraction shown to size the position. This is a signal to investigate, not a guaranteed trade.

🔬 Polymarket Mispricing Scanner