Automated Arbitrage Strategies (yes-arb, no-convert) with risk management
Founded Apr 2026
YES Arb: Buys all outcomes when ΣYES < 1 (skips <$0.01 legs) in negrisk markets ~35 days from resolution. Targets $1 payout for less than $1. NO Convert: Buys sets of no's to convert (early resolution).
Position sizing: Half-Kelly (α=0.5), capped at 5% bankroll per trade and per event. Diversified across markets.
Positions held to resolution or sold early when profit exceeds maturity value.
Illustrative only. Assumes the current post-fee 23% annualized pace stays constant for 12 months. Actual returns will vary.