Modules / Module 03 / Chapter 4

Cross-Market Arbitrage (Polymarket vs. Kalshi vs. PredictIt)

Game Theory & Economic Incentives

The same election night headline hits Kalshi, Polymarket, PredictIt, offshore books, and crypto Twitter at once—but prices rarely match for long. Cross-market arbitrage is the business of exploiting those gaps while surviving different rules, capital rails, and user pools.

This chapter is operational: how professionals think about multi-venue games, not a platform advertisement.

Why venues disagree (even with same headline)

A 6-point gap is often “different products” not “free money.”

Venue archetypes (2024–2026 landscape)

US-regulated event contract (DCM-style)

Academic / capped political (PredictIt-style)

Crypto global AMM/CLOB hybrid

Traditional wagering / exchange (Betfair-style)

OTC / institutional desks

Always map product not logo.

The arb matrix

Build a table for each event:

Trade only if one-liners match or you model basis risk explicitly.

Long YES cheap / short YES expensive

Canonical structure (conceptual):

Locked profit per share ≈ 8¢ minus fees if both settle identically.

Risks:

Capital routing game

Arb firms maintain:

Retail attempting arb with one bank account and MetaMask often loses to withdrawal clock—gap closed before USDC arrives.

PredictIt divergence lesson

When caps limit orders to $850 (historical magnitudes), a whale cannot push PredictIt to “true” price—but can move Kalshi. PredictIt may sit at 70% while Kalshi 62% persistently.

Interpretation: PredictIt is biased estimator (participant mix + caps), not lagging Kalshi. Media citing only PredictIt misread the game.

Polymarket vs Kalshi narrative

During peak US election liquidity:

Bots monitor APIs; human edge is judging resolution diffs, not clicking obvious 10% on CNN screenshot.

Execution stack (professional)

  1. Normalizer — map events across venue metadata
  2. Fair value — weighted composite mid (liquidity weights)
  3. Trigger — gap > threshold + min depth
  4. Router — simultaneous legs, cancel if partial fill
  5. Hedge — options, correlated state markets
  6. P&L attribution — fees, failed legs, basis

Retail without stack should assume observation role, not arb role.

Regulatory game

US person on geoblocked crypto venue = ToS violation + legal exposure. Firm with licenses trades permitted pairs only.

Regulatory arb ≠ price arb: choosing legal venue is compliance, not edge.

When to cite which price

Persistent gaps as information

Sometimes gap is signal:

Ask who is in the pool before forcing convergence bet.

What comes next

Next: Cross-contract arbitrage within one platform.