Guides / Quant Modeling

Random Forest for Prediction Market Data

Random Forest is an ensemble tree model useful for ranking which orderbook/trade features actually predict outcomes. Applied to prediction markets, it's typically trained on engineered features — orderbook imbalance, spread, recent trade flow, time-to-resolution — pulled from historical snapshots, with the market's eventual resolution (or a forward price move) as the label.

Where the data comes from

ProbSights doesn't run Random Forest for you — it provides the orderbook and trade history across Kalshi and Polymarket that a model like this consumes: BTC/ETH/SOL Up/Down snapshots at 5m–24h resolution on the Pro plan, and Polymarket + Kalshi data more broadly on Builder. Pull it via the API and feed it into your own training pipeline.

Related

Related guides

Data from Kalshi and Polymarket. Search live API docs Pricing