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Portfolio Risk Analysis for Prediction Market Positions

Positions across correlated markets — the same asset at multiple timeframes, or the same event on both Kalshi and Polymarket — can carry more combined risk than they appear to individually. Cross-venue history makes it possible to check correlation between positions rather than assuming independence.

Related

• Polymarket + Kalshi historical data
• Strategy evaluation metrics

Related guides

• Prediction Market Data for Academic Research
• Building a Polymarket Backtesting Framework in Python
• Common Backtesting Mistakes in Prediction Markets
• Data Cleaning for Prediction Market Backtests

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