Guides / Quant Modeling

Reinforcement Learning for Prediction Market Data

reinforcement learning is an approach that learns a trading policy through repeated backtest episodes rather than a single fitted model. 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 reinforcement learning 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

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