Prediction Market Indicators
12 quantitative indicators computed for every active market. Use them to screen, filter, and identify trading opportunities across 48,000+ contracts.
Annualized return if market resolves at current price. Higher = more potential return per unit time.
Probability of sudden price collapse based on time decay and event proximity. Higher = more dangerous.
Measure of information asymmetry. High EE = market pricing diverges from expected information state.
Effective cost to enter/exit a position accounting for order book depth. Lower = cheaper to trade.
Annualized price volatility from observed price changes. High RV = active repricing.
RV divided by theoretical max volatility at current price and tau. VR > 1 = unusually active.
Price changes per hour. Proxy for how much new information the market is processing.
IY penalized by volatility and friction. The return you can actually capture.
Price difference ratio between Kalshi and Polymarket for matched events.
Change in CVR over 6 hours. Positive = venues diverging, negative = converging.
VR unexplained by scheduled catalysts. High residual = private information likely.
Classification: taker (momentum), maker (mean-reversion), or transition. Determines optimal strategy.
Access via API
# Screen by indicators
GET /api/public/screen?iy_min=200&tau_max=30&sort=iy
# Single market with all indicators
GET /api/public/market/{ticker}
# Response includes .indicators object with all 12 values