Public Quant Tooling Suite · 0 Tokens Consumed · Institutional Grade
Quantitative Prediction Market Tooling Suite
Two mission-critical public utilities built for prediction market arbitrage desks: forensically audit settlement oracles across Polymarket and Kalshi to prevent dual-leg divergence wipeouts, and model exact nonlinear variance taker fee curves down to the basis point.
Dedicated Subpage Tools
Select a specialized quantitative utility
Each utility runs independently in its dedicated subpage with full state isolation, pre-configured presets, URL deep linking, and zero client clutter.
Resolution & Settlement Oracle Comparator
Forensically analyze settlement oracle mechanisms, expiration cutoff timestamps, and contingency dispute clauses across Polymarket, Kalshi, and Limitless. Identify double-loss traps where both legs settle to $0.00 before deploying capital.
- UMA vs CFTC/BLS Verification: Detects asymmetries between decentralized dispute voting and federal statistical releases.
- Timezone & Cutoff Alignment: Flags UTC vs EST cutoffs that expose delta during election night or Fed rate decisions.
- Contingency Clauses: Audits protocols for federal government shutdowns, emergency recounts, and delayed reporting.
- 4 Preset Case Studies: Fed Funds Nov 2026, CPI Inflation YoY, Senate Majority, and Bitcoin $100k EOY.
Arbitrage Breakeven & Quadratic Fee Solver
Compute Kalshi's nonlinear variance taker curve 0.07 × C × P × (1 - P) and solve for exact maximum counterpart NO prices to guarantee 0%, +1.5%, or +3.0% net ROI when holding a primary Polymarket leg.
- Exact Regulatory Curve: Models the exact CFTC-approved parabolic fee formulation with $0.0001 precision.
- Multi-Tier Alpha Targets: Inverts taker fee curves to output maximum counterpart pricing for 0.0%, +1.5%, and +3.0% net ROI.
- Gross vs Net Spread Deconstruction: Separates raw spread from taker fee drag and capital hold costs in real time.
- Probability Sensitivity Matrix: Tabulates counterpart pricing across 10¢ to 90¢ YES probabilities with contract volume scaling.
Free Browser Utilities vs. Automated Institutional Infrastructure
Our free web tools execute deterministic single-contract calculations in your local browser sandbox. For automated, multi-venue execution across live order book depth, NaxosData provides continuous real-time monitoring.
| Dimension | Public Browser Tools (/tools/*) | Quant Pro Infrastructure ($30/mo) |
|---|---|---|
| Target Use Case | Ad-hoc manual trade validation & case studies | Continuous 24/7 algorithmic cross-venue arbitrage |
| Oracle Analysis Engine | Deterministic keyword heuristic comparison | OpenAI Structured Outputs continuous automated clearinghouse |
| Market Coverage | 4 presets + custom user text entry | All 350+ live pairs audited in real time |
| Fee Curve Modeling | Closed-form single trade formula | 10-level full L2 ladder slippage simulation ($50k+ notional) |
| Streaming & Execution | Local browser sandbox only | Sub-millisecond WebSocket L2 tick streaming & REST API |
| Historical Tick Export | 0 rows/day (ephemeral) | 1,000,000 historical L2 tick rows / day (Parquet, CSV, JSONL) |
Automate these tools in Python
Call our oracle analyzer and quadratic fee solver directly inside your quantitative trading pipelines.
from naxosdata import NaxosClient
client = NaxosClient(api_key="nx_live_...")
# 1. Audit settlement fungibility for live pair
audit = client.oracle.compare(pair_id="FED-RATE-NOV26")
if audit.risk_level == "HIGH_RISK":
print(f"Warning: Settlement bifurcation detected ({audit.summary})")
# 2. Solve exact counterpart pricing with Kalshi quadratic fee
solver = client.fees.kalshi_breakeven(
poly_yes_price=0.58,
target_net_roi=0.015, # 1.5% target alpha net of taker fees
contracts=2500
)
print(f"Max Kalshi NO price: ${solver.max_counterpart_price:.4f} (Net ROI: {solver.net_roi:.2%})")Institutional Automation
Deploy automated multi-venue arbitrage with real-time L2 depth
Stop manually checking web pages. Stream live synchronized multi-venue order books via WebSocket and Parquet archive bridges with sub-millisecond execution.