Policy.
Where DC repricing meets the orderbook.
Government shutdowns, FOMC decisions, tariff escalation, election cycles, executive actions, geopolitics, regulatory shifts — tracked through Kalshi and Polymarket prediction-market odds, with causal thesis trees and 24/7 heartbeat monitoring. Out-of-band ticks on Senate / House / SCOTUS / FOMC events. CLI, REST/API, MCP adapter, BYOK.

Congress of Vienna · 1814 — every kind of policy at once, every country at one table. The original cross-venue policy desk.
What the policy loop tracks
Seven fields per thesis. Out-of-band ticks on event dates.
Policy is not a stream of headlines — it is a tree of conditional claims (Senate passage, House vote, presidential signature, court action) that fire and falsify together. The runtime tracks the tree, the matched contracts, the edges, the kills, and the calendar.
thesisTreePlain-English policy view → causal tree of testable sub-claims, each mapped to live contracts.
contractMapEach leaf gets one or more matched Kalshi + Polymarket contracts; cross-venue spread tracked.
killChainNews patterns + market levels that auto-cancel intents on falsification.
regimeLabelTrending / ranging / dispersing per topic — modulates Kelly multiplier.
eventCalendarFOMC / CPI / NFP / Senate floor / House vote / SCOTUS dates pre-loaded for out-of-band ticks.
adversarialSearch4-8 disprove-the-thesis queries per tick; counter-evidence shrinks edges.
auditTrailEvery intent / kill / fill logged with thesis claim and news citation for compliance review.
Live legislation tracker
All bills with markets →Live policy markets
Why a thesis loop beats a news terminal
Bloomberg + Politico tabs
Best policy newswire money buys
No probability decomposition, no contract math, no kill chain, no agent path
Twitter + manual scan
Free; sometimes ahead of the wire
No structure, no orderbook math, blink-and-miss-it; nights and weekends impossible
Single-venue Kalshi UI
Tightest spreads on Kalshi policy contracts
No Polymarket coverage, no cross-venue arb, no agent automation
SimpleFunctions Policy
Thesis + edges + intents across both venues + audit
Surfaces only when post-slippage edge clears floor and depth covers size
Who runs policy watch
Six recurring shapes — same loop, different lenses. The pattern that repeats: a directional view with sharp triggers and a calendar.
Policy desks at funds
Decompose the cycle book into testable claims and let the heartbeat ping when one breaks.
Election cycle traders
Senate / House / presidential contracts with congressional-calendar kill conditions.
Tariff specialists
China / EU / Canada / Mexico / India contracts with retaliation-pattern news triggers.
Fed watchers
FOMC release out-of-band ticks + dot-plot kill triggers + total-cuts ladder edges.
Geopolitical shops
Iran / Taiwan / Ukraine / NATO — adversarial news scan + matched recession legs.
Compliance / risk teams
Audit trail per intent: edge-at-entry, kill chain, slippage realized, regime label at fill.
Policy endpoints
Same context shape across CLI, REST/API, and MCP adapter. Wire it into a script, an agent, or a manual workflow.
Live policy context
GET /api/public/context?topics=policyopenLive policy markets
GET /api/public/markets?keyword=fed+shutdown+tariff+electionopenPolicy edges feed
GET /api/public/edges?theme=policy&minEdge=8openLegislation + markets
GET /api/public/legislation?hasMarket=trueopenMCP adapter — sf.context
mcp call simplefunctions.context { topics: ["policy"] }openTopics + a sample alert
Eight topic groups, ~150 active contracts. Each alert ships with the causal-claim update that drove the price move.
Topics covered
▼ Government Shutdown
Confidence: 72% → 58% (-14)
Why: Senate passed CR 54-46.
House vote expected Thursday.
Markets:
KXGOVSHUT-APR 58¢ (was 72¢) -14¢
PM Shutdown Apr 55¢ (was 70¢) -15¢
Causal update:
Senate passage: 30% → 95% confirmed
House passage: 85% → 60% weakened
Pres. signature: 90% → 90% unchanged
Court action: 15% → 22% watching
Kill chain:
✓ no falsification yet on n2
pulling 1 of 4 open intents (House risk)FAQ
Why use prediction markets to track policy?
Kalshi and Polymarket reprice government-shutdown odds, FOMC decisions, tariff escalation, election outcomes, and geopolitical events in real time — often before traditional newswires. They settle in cash, are available 24/7, and the contract specs make the policy claim explicit. Instead of trading SPX as a proxy for "rate path + recession + election," you trade a specific event probability with a known payoff.
What policy topics does the runtime cover?
Government shutdowns (per CR / appropriations), Fed rate decisions (per FOMC + total-cuts ladders), tariffs (China, EU, Canada, Mexico, India — each separately), elections (presidential, Senate, House, gubernatorial), executive actions (cabinet changes, EOs, pardons), geopolitics (Iran, Taiwan, Ukraine, NATO, sanctions), regulatory (SEC, FTC, FDA, crypto, AI policy), central banks (BoJ, ECB, BoE, PBoC). ~210 active policy contracts.
How does the alert tell you more than a price chart?
Each alert ships with: which sub-claim of your causal tree confirmed or falsified (e.g., "Senate passage: 30% → 95% confirmed"), which contracts moved by how much on both venues, the news evidence with citations, and the kill-condition status. It is the policy equivalent of a research memo + execution sheet.
How fast does the policy heartbeat tick?
Default 15-min curated briefing. Out-of-band ticks within 30 seconds on FOMC release, CPI/NFP prints, Senate / House floor vote results, executive orders being signed, geopolitical breaks. News ingestion is continuous (Reuters, Bloomberg, Politico, central-bank wires).
Can I write a thesis on a specific policy outcome?
Yes. POST your thesis as plain English ("Government shutdown Apr-May; CR fails in House; Pres veto sustained"); the runtime decomposes into a causal tree with sub-claim probabilities mapped to specific contracts (KXGOVSHUT-APR, PM Shutdown Apr, etc.). Edges, kills, and intent-arming work the same as macro / crypto theses.
How does it handle adverse events mid-thesis?
Each thesis has explicit kill conditions tied to news patterns and market levels. Senate passes the CR, the President signs an EO, OPEC announces a cut, China retaliates with tariffs of its own — each is a kill trigger. Adversarial search runs every tick; a hit cancels open intents and flags positions for review.
Cross-venue arbitrage on policy events?
Common. Kalshi shutdown odds vs Polymarket shutdown odds diverge regularly because the venues attract different flow (US-regulated retail vs USDC on-chain). The runtime tracks matched pairs, scores both books for depth, and surfaces matched-pair intents when post-slippage spread clears your floor.
Is policy monitoring legal? Election betting?
Kalshi is CFTC-regulated; election contracts are listed under approved categories. Polymarket is USDC-settled and operates outside the US (US persons are geo-blocked). The runtime is BYOK: you sign orders with your venue keys, the venues handle KYC and compliance. SimpleFunctions is not a broker, exchange, or investment adviser.
Can an LLM agent run a policy book?
Yes. The CLI is the first-class surface for local agents, the HTTP APIs are the network surface, and MCP is available as an adapter for compatible hosts. Typical loop: hourly thesis review, 15-min edge scan, immediate kill triggers on news pattern hits. Common usage: a research agent drafts theses, a scanner agent surfaces edges, an executor agent arms intents only on signed-off candidates.
Cost?
Public context + edges + markets endpoints free, no auth, CC-BY-4.0. Authenticated thesis + intent endpoints metered. WebSocket /v1/ws free for read. Heartbeat ticks bundled into metered quota.
Related surfaces
Legislation tracker
Every active bill mapped to its prediction-market contract.
Macro loop
Same loop, macro lens — oil, Fed, CPI, recession, geopolitics.
Heartbeat engine
24/7 monitoring + thesis re-evaluation; out-of-band on FOMC / Senate / House / SCOTUS.
Edge discovery
How thesis-vs-market edges are surfaced and ranked.
Portfolio Autopilot
LLM agent that runs the policy loop on a schedule.
For funds
Cross-venue tools, audit trail, BYOK execution for fund desks.
Prediction market API
CLI, REST/Data API, real-time WebSocket streams, MCP adapter.