Re:Ask HN: Anyone trading prediction markets programmatically?
by edge_trader_41 on Thursday March 26, 2026 @02:16PM
(#47533876)
The 5m/15m crypto markets are basically dominated by HFT bots at this point. I've had much better luck on the longer-duration sports contracts where the market making is thin and venues reprice independently. Historical data is a pain tho - I ended up building my own orderbook snapshotter that dumps to parquet every 30 seconds.
Right now I'm finally done with my blockchain indexer and I'm parsing the data. Already have a live order book snapshotting stored as well but it's a massive amount of data (up to 2gb per 15m market). I still to work on compressing the data there.
Once I have the data collected I will finally get to try to mine for some strategies.
Did not try kalshi too much yet. Coming from cryto algo trading I've learned there are more attainable strategies that work compared to arbs. Arbs are tough and hyper-competitive.
Ping me if you wannt to connect and share notes