Arbitrage in Prediction Markets (Continued)
In last week’s post, we talked about arbitrage in prediction markets;
In this one - we are going to build some of the more critical components of the architecture discussed in that lecture. With the TOOLS AND CODE attached today, as well as exchange SDKs developed already in quantpylib, you can bring those software components and already write a driver code to perform the arbitrage.
For those who want even more intimate guidance, we will be publishing a lecture series, which contain extensions of what we are discussing here, such as more complex interactions involving javascript renderings, driver logic and a logging stack for system observability.
Usually I have my coffee, but it’s 3am here…you go ahead and get yours. Let’s dive in!