Library/Executable Arbitrage and Market Efficiency in Prediction Markets
MicrostructureResearch Paper

Executable Arbitrage and Market Efficiency in Prediction Markets

Jonas Gebele, Timm Mutzel, Florian Matthes·August 1, 2026·Academic Paper
Arbitrage isn't just about payoffs; it's about what the protocol lets you trade

Why It's Worth Reading

Distinguishes payoff-space no-arbitrage, which follows from terminal payoffs, from protocol-executable no-arbitrage, which depends on what position transformations traders can actually perform. Using Polymarket's negative-risk markets and the NegRisk Adapter, the authors reconstruct depth-aware portfolio values and transaction histories to measure payoff-bound violations: an estimated $1.12 million in arbitrage profit across two realization channels. Violations concentrate on the unsupported YES side, while adapter-supported NO-side violations are rarer and shorter-lived. The takeaway: market efficiency depends not only on payoff structure, but on whether protocols expose payoff equivalences as executable primitives.

Extensive technical background assumed

Concepts

Platforms mentioned: Polymarket

Related Reading