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The Risk Behind Arbitrage in Prediction Markets

michaellwy·May 23, 2025·Twitter
arbitrage in prediction markets is never truly risk-free when referees disagree

Why It's Worth Reading

Explains why apparent arbitrage opportunities between Polymarket and Kalshi often aren't risk-free. Different rule definitions, resolution criteria, and oracle systems mean seemingly identical markets can resolve differently. Argues prediction markets are fundamentally non-fungible due to differing referee systems, leading to permanent landscape fragmentation.

Some technical background helpful

Concepts

Platforms mentioned: Polymarket, Kalshi

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