Trading Tools

Professional infrastructure for prediction market trading — position sizing, expected value, and signal detection.

Live

Kelly Criterion Calculator

Optimal position sizing for prediction market trades. Input your estimated probability and the market price — get the Kelly-optimal bet size. We use ¼ Kelly as the conservative standard to account for estimation error.

f* = (p × b − q) / b
Where p = your probability, q = 1−p, b = payout odds
Live

Expected Value Calculator

Calculate the expected value of any prediction market trade. Only trade when EV is positive — the first rule of systematic event trading. Accounts for platform fees (Polymarket 0.10%, Kalshi variable).

EV = (p × payout) − (q × cost) − fees
Live

Value Signal Classifier

Automatic detection of mispricing between Pinnacle fair values (vig-adjusted) and Polymarket prices. Three tiers: Watch (3pp+), Trade (5pp+), Strong Signal (10pp+).

Hypothesis Engine

Structured hypothesis builder for prediction markets. Define your thesis, map the evidence, set entry/exit criteria, and track outcomes. The research process before the trade.

Q3 2026

Backtesting Framework

Test your Directional Alpha patterns against historical prediction market data. How would your strategy have performed on past Bundesliga seasons or Fed cycles?

Q4 2026

Arbitrage Scanner

Real-time cross-platform arbitrage detection. Monitors Polymarket, Kalshi, Betfair, and Smarkets for pricing discrepancies above fee thresholds.

2027

Whale Trade Ticker

Real-time feed of large trades on Polymarket and Kalshi. Filter by event category, contract size, and direction. Follow the smart money.

2027

FAQ

Why ¼ Kelly instead of full Kelly?
Full Kelly sizing assumes your probability estimate is exactly correct — which it never is. ¼ Kelly provides 50% of the growth rate at 25% of the variance. It's the professional standard for dealing with estimation uncertainty.
What is vig-adjusted?
Sportsbook odds include a margin (vig/juice). A vig-adjusted line removes this margin to reveal the true implied probability. Pinnacle has the lowest vig in the industry (~2%), making their adjusted lines the best available benchmark.
Will these tools be free?
The Kelly Calculator, EV Calculator, and Value Signal Classifier are free and will remain free. Advanced tools (Hypothesis Engine, Backtesting) may be part of a premium tier.