This is an automated trading bot for Polymarket prediction markets that buys NO outcomes in standalone yes/no markets below a price threshold. The application features a modular architecture with separate components for strategy execution, exchange interaction, risk management, state persistence, and web-based monitoring. It continuously scans for eligible markets, places orders when conditions are met, manages positions, and implements recovery mechanisms for handling failed orders. The system can operate in paper trading mode or live trading mode with appropriate configuration.
This is a Python library for quantitative finance, specifically portfolio optimization and risk management. It implements Conditional Value-at-Risk (CVaR) optimization using Benders decomposition, mean-variance optimization via quadratic programming, and entropy pooling for adjusting scenario probabilities under user-defined views and stress tests. The library also includes fully flexible resampling (FFR) for simulation, Black's model for option pricing, and a set of helper functions for financial statistics. It is designed as a monolithic Python package with a clean API, extensive tests (100% coverage), and 14 Jupyter notebooks that serve as reproducible examples. While the primary character is an application library, it has a strong research and educational orientation, referencing academic papers and providing walkthroughs. The code is well-structured, but domain-specific and depends on cvxopt with GLPK for linear programming, which may limit portability.
This repository implements an automated trading bot for Kalshi prediction markets, leveraging AI models (primarily via OpenRouter) to make directional trading decisions. The system is built as an async Python application with a CLI entry point (`cli.py`), a Streamlit dashboard, and a paper trading mode. It supports multiple strategies: an AI-driven directional strategy using a multi-agent debate pipeline (bull/bear researchers, risk manager, trader), a conservative NO-side safe compounder, market making, and a unified trading system that dynamically allocates capital. The core data flow involves ingesting market data from the Kalshi REST and WebSocket APIs, persisting to SQLite, running AI inference through OpenRouter with fallback chains and cost tracking, executing trades via Kalshi's signed REST API, and monitoring positions with stop-loss/take-profit logic. Risk management is enforced through Kelly criterion position sizing, edge filtering, category scoring, portfolio enforcer, and cash reserves. The codebase also includes performance analysis jobs, a paper trading signal tracker with static HTML dashboard, and a comprehensive test suite. External dependencies include Kalshi API, OpenRouter (with optional xAI and Grok models), SQLite, Streamlit, and various async libraries (httpx, aiohttp, websockets).
Gabagool is a Python-based arbitrage trading bot for Polymarket's 15-minute prediction markets, with performance-critical components implemented in Rust via PyO3 extensions. The bot implements the 'Gabagool arbitrage' strategy: buying both YES and NO shares when their combined cost is less than $1.00 to guarantee profit regardless of market outcome. The architecture features a modular design separating concerns into API clients (Gamma and CLOB), trading strategy, position tracking, risk management, and persistence layers. Key components include a thread-local HTTP session manager to prevent connection pool issues, a SQLite-based persistence layer for trade and position data, and a thread-safe position tracker with expiration mechanisms. The system supports multiple operational modes including live trading, paper trading simulation, and backtesting against historical data. Recent development activity shows active maintenance with ongoing Rust integration for performance optimization.
OptionSuite is an options trading strategy backtesting framework implemented in Python. The system uses an event-driven architecture to simulate trading strategies by processing historical options data from CSV files. It provides modular components for option types, data handling, strategy definition, portfolio management, and risk management. The main entry point is backTester.py which orchestrates the backtesting session by initializing data handlers, portfolio managers, and strategy managers. The framework supports various options strategies including naked puts, put verticals, and strangles, with configurable risk management rules for position exits.
FinClaw is an open-source, finance-domain-specific autonomous AI agent execution framework, primarily targeting Chinese A-share markets and institutional banking/insurance/trust workflows. The repository contains over 1000 modular 'skills' - standalone CLI scripts that perform market data retrieval (via AkShare, Tushare, Yahoo Finance), risk scoring (keyword-based sentiment, threshold alerts, Brinson attribution), compliance checks (sensitive phrase detection, clause conflict analysis), and report generation (Markdown/JSON outputs). Each skill is self-contained with its own entry point and dependencies, designed to be orchestrated by the FinClaw Agent OS. The repository is structured as a flat collection of independent skills under `skills/`, with significant duplication of identical scripts (e.g., `analyze.py` templates, `keyword_retrieval.py`, `pack.py`) across multiple skill directories. This copy-paste pattern reduces maintainability but allows rapid creation of domain-specific assistants without shared library dependencies. Notable well-crafted components include the cn-stock-data adapter layer (abstracting multiple Chinese data sources) and the async MCP connection factory for skill networking. The codebase is heavily biased toward Chinese financial regulations and terminology, with skills for bank loan pre-screening, fund portfolio diagnostic, insurance underwriting, and securities trading strategy backtesting. Many scripts are placeholders or demos with hardcoded positive/negative keyword lists and no real AI/ML logic, relying instead on rule-based scoring. The repository is actively maintained (last commit 2026-05-13) but suffers from medium technical drift due to duplicated boilerplate, hardcoded API tokens, and fragile web scraping patterns.