Portfolio Manager

Polymarket Odds Shifted 15% Overnight — My Agent Woke Me Up

~€18K loss avoided via early hedgingFinance & Trading4 min read

Key Takeaway

My AI agent monitors Polymarket for >10% probability shifts, cross-references the cause, detects arbitrage across correlated markets, and alerts me before the move is priced into equities.

The Problem

Prediction markets are the fastest public information aggregator on the planet. Faster than Twitter. Faster than news outlets. Often faster than equity markets.

When a geopolitical event happens at 2 AM, Polymarket reprices within minutes. The equity implications might not be priced in until the NYSE opens at 9:30 AM. That's a 7-hour information gap.

But I can't watch Polymarket 24/7. There are hundreds of active markets. Most of them are noise — celebrity gossip, sports, irrelevant politics. The ones that matter to my portfolio are maybe 15-20 markets at any given time, and a significant probability shift in one of them could mean I need to adjust equity positions before the market opens.

The problem: signal extraction from a noisy prediction marketplace, at all hours, with context about why the move happened and what it means for my actual portfolio.

The Solution

A Polymarket monitoring agent on Mr.Chief that filters markets by volume threshold ($100K+), tracks probability changes, and alerts on shifts greater than 10% in 24 hours. When an alert fires, the agent cross-references news sources, social media, and on-chain activity to explain the move — then maps it to potential equity implications.

The Process

yamlShow code

# Polymarket Monitor
name: polymarket-monitor
schedule: "*/30 * * * *"  # Every 30 minutes
channel: telegram
alert_only: true  # Only sends messages on significant moves

task: |
  Monitor Polymarket for significant probability shifts.

  FILTERS:
  - Volume > $100K
  - Categories: Politics, Economics, Regulation, Technology, Crypto
  - Exclude: Sports, Entertainment (unless >$1M volume)

  ALERT THRESHOLDS:
  - >10% probability shift in 24h → standard alert
  - >20% shift in 24h → urgent alert
  - Any market moving from <30% to >50% (or reverse) → regime change alert

  ON ALERT:
  1. What moved and by how much
  2. Search for cause (news, social, on-chain)
  3. Map to equity/crypto implications
  4. Check for arbitrage across correlated markets
  5. Recommend portfolio action (if any)

The correlation engine:

pythonShow code

# Mapping prediction markets to portfolio positions
MARKET_PORTFOLIO_MAP = {
    "us_china_tariff_increase": {
        "affected": ["NVDA", "TSLA", "GOOGL"],
        "direction": "negative",
        "magnitude": "high"
    },
    "fed_rate_cut_2026": {
        "affected": ["ALL_EQUITIES", "BTC", "GROWTH_STOCKS"],
        "direction": "positive",
        "magnitude": "medium"
    },
    "crypto_etf_approval": {
        "affected": ["BTC", "ETH", "COIN", "PLTR"],
        "direction": "positive",
        "magnitude": "high"
    },
    "eu_ai_regulation_strict": {
        "affected": ["GOOGL", "AI_POSITIONS"],
        "direction": "negative",
        "magnitude": "medium"
    }
}

async def check_arbitrage(market_id: str, related_markets: list):
    """Check if correlated markets have inconsistent pricing."""
    prices = await polymarket.get_prices(related_markets)

    inconsistencies = []
    for pair in correlations:
        expected = pair["correlation"] * prices[pair["market_a"]]
        actual = prices[pair["market_b"]]
        if abs(expected - actual) > 0.15:  # 15% divergence
            inconsistencies.append({
                "markets": pair,
                "expected": expected,
                "actual": actual,
                "opportunity": abs(expected - actual)
            })

    return inconsistencies

A real alert:

View details

🚨 POLYMARKET SHIFT — Urgent

📊 "US imposes new semiconductor export ban on China by Q2 2026"
  Was: 25% YES → Now: 41% YES (+16% in 18h)

📰 CAUSE ANALYSIS:
  • Reuters report: leaked draft executive order (3h ago)
  • Twitter/X: 4 credible DC policy accounts discussing
  • Chinese state media: preemptive response article
  Confidence in cause: HIGH

💼 PORTFOLIO IMPLICATIONS:
  NVDA: Negative — China revenue ~22% of total
  TSLA: Mixed — Shanghai factory unaffected but supply chain risk
  GOOGL: Low impact — minimal China exposure

  Suggested: Review NVDA position size. If probability reaches
  50%+, consider hedging with put options or reducing by 15%.

🔄 ARBITRAGE DETECTED:
  "China retaliates with rare earth export limits" — only 18% YES
  Historical pattern suggests 60%+ correlation
  Opportunity: "Retaliation" market is underpriced relative to
  the semiconductor ban probability

⏰ NYSE opens in 5h22m. Time to decide.

The Results

180+ (filtered from 1,200+)

Markets monitored

3-4 actionable

Alerts per week (avg)

4-8 hours

Average lead time before equity markets price in

Arbitrage opportunities detected (6 months)

Portfolio adjustments triggered by alerts

~€18K

Estimated loss avoided from early hedging

~20%

False positive rate (alert with no material impact)

<45 minutes

Time from event to alert

Try It Yourself

Configure market filters — volume threshold and categories that matter to your portfolio
Map your positions to prediction market themes (geopolitics, regulation, macro)
Set alert thresholds based on your risk tolerance
Build a correlation map between prediction markets and your holdings
Paper-trade the arbitrage signals for 30 days before deploying capital

Prediction markets are the canary in the coal mine. My agent makes sure I hear the canary.

Start free on Mr.Chief →

By the time CNBC reports the shift, I've already hedged.

prediction-marketsPolymarketarbitrageportfolio-hedgingautomation

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Portfolio Manager

Polymarket Odds Shifted 15% Overnight — My Agent Woke Me Up

~€18K loss avoided via early hedgingFinance & Trading4 min read

Key Takeaway

My AI agent monitors Polymarket for >10% probability shifts, cross-references the cause, detects arbitrage across correlated markets, and alerts me before the move is priced into equities.

The Problem

Prediction markets are the fastest public information aggregator on the planet. Faster than Twitter. Faster than news outlets. Often faster than equity markets.

When a geopolitical event happens at 2 AM, Polymarket reprices within minutes. The equity implications might not be priced in until the NYSE opens at 9:30 AM. That's a 7-hour information gap.

The problem: signal extraction from a noisy prediction marketplace, at all hours, with context about why the move happened and what it means for my actual portfolio.

The Solution

The Process

yamlShow code

# Polymarket Monitor
name: polymarket-monitor
schedule: "*/30 * * * *"  # Every 30 minutes
channel: telegram
alert_only: true  # Only sends messages on significant moves

task: |
  Monitor Polymarket for significant probability shifts.

  FILTERS:
  - Volume > $100K
  - Categories: Politics, Economics, Regulation, Technology, Crypto
  - Exclude: Sports, Entertainment (unless >$1M volume)

  ALERT THRESHOLDS:
  - >10% probability shift in 24h → standard alert
  - >20% shift in 24h → urgent alert
  - Any market moving from <30% to >50% (or reverse) → regime change alert

  ON ALERT:
  1. What moved and by how much
  2. Search for cause (news, social, on-chain)
  3. Map to equity/crypto implications
  4. Check for arbitrage across correlated markets
  5. Recommend portfolio action (if any)

The correlation engine:

pythonShow code

# Mapping prediction markets to portfolio positions
MARKET_PORTFOLIO_MAP = {
    "us_china_tariff_increase": {
        "affected": ["NVDA", "TSLA", "GOOGL"],
        "direction": "negative",
        "magnitude": "high"
    },
    "fed_rate_cut_2026": {
        "affected": ["ALL_EQUITIES", "BTC", "GROWTH_STOCKS"],
        "direction": "positive",
        "magnitude": "medium"
    },
    "crypto_etf_approval": {
        "affected": ["BTC", "ETH", "COIN", "PLTR"],
        "direction": "positive",
        "magnitude": "high"
    },
    "eu_ai_regulation_strict": {
        "affected": ["GOOGL", "AI_POSITIONS"],
        "direction": "negative",
        "magnitude": "medium"
    }
}

async def check_arbitrage(market_id: str, related_markets: list):
    """Check if correlated markets have inconsistent pricing."""
    prices = await polymarket.get_prices(related_markets)

    inconsistencies = []
    for pair in correlations:
        expected = pair["correlation"] * prices[pair["market_a"]]
        actual = prices[pair["market_b"]]
        if abs(expected - actual) > 0.15:  # 15% divergence
            inconsistencies.append({
                "markets": pair,
                "expected": expected,
                "actual": actual,
                "opportunity": abs(expected - actual)
            })

    return inconsistencies

A real alert:

View details

🚨 POLYMARKET SHIFT — Urgent

📊 "US imposes new semiconductor export ban on China by Q2 2026"
  Was: 25% YES → Now: 41% YES (+16% in 18h)

📰 CAUSE ANALYSIS:
  • Reuters report: leaked draft executive order (3h ago)
  • Twitter/X: 4 credible DC policy accounts discussing
  • Chinese state media: preemptive response article
  Confidence in cause: HIGH

💼 PORTFOLIO IMPLICATIONS:
  NVDA: Negative — China revenue ~22% of total
  TSLA: Mixed — Shanghai factory unaffected but supply chain risk
  GOOGL: Low impact — minimal China exposure

  Suggested: Review NVDA position size. If probability reaches
  50%+, consider hedging with put options or reducing by 15%.

🔄 ARBITRAGE DETECTED:
  "China retaliates with rare earth export limits" — only 18% YES
  Historical pattern suggests 60%+ correlation
  Opportunity: "Retaliation" market is underpriced relative to
  the semiconductor ban probability

⏰ NYSE opens in 5h22m. Time to decide.

The Results

180+ (filtered from 1,200+)

Markets monitored

3-4 actionable

Alerts per week (avg)

4-8 hours

Average lead time before equity markets price in

Arbitrage opportunities detected (6 months)

Portfolio adjustments triggered by alerts

~€18K

Estimated loss avoided from early hedging

~20%

False positive rate (alert with no material impact)

<45 minutes

Time from event to alert

Try It Yourself

Configure market filters — volume threshold and categories that matter to your portfolio
Map your positions to prediction market themes (geopolitics, regulation, macro)
Set alert thresholds based on your risk tolerance
Build a correlation map between prediction markets and your holdings
Paper-trade the arbitrage signals for 30 days before deploying capital

Prediction markets are the canary in the coal mine. My agent makes sure I hear the canary.

Start free on Mr.Chief →

By the time CNBC reports the shift, I've already hedged.

prediction-marketsPolymarketarbitrageportfolio-hedgingautomation

Related case studies

Quant Trader

Kalshi vs Polymarket on the Same Event — The Agent Found a 7% Edge

AI agent monitors prediction market pricing across Kalshi and Polymarket, detecting a 7% cross-platform arbitrage spread for risk-free profit opportunities.

~28% annual return on deployed capital5 min read

Quant Trader

Prediction Markets vs Reality — Agent Tracks Calibration Over Time

67% win rate on tail trades from calibration insights5 min read

Portfolio Manager

The Complete Financial Operating System — All 17 Skills in One Stack

How 17 AI finance skills work as one integrated system: data ingestion, analysis, execution, and reporting. 31 agents across 8 teams running a complete financial operating system on Mr.Chief.

30-40 hrs/week → 5-8 hrs/week (review + decisions only)7 min read

Want results like these?

Start free with your own AI team. No credit card required.

Start Free →Browse agents