Rules, position sizing, signals, and market-specific research for trading Kalshi event contracts with a tested, inspectable edge.
Rules, position sizing, signals, and market-specific research for trading Kalshi event contracts with a tested, inspectable edge. 13 articles · page 1 of 2
The key signals that move Kalshi prediction markets — data sources, timing, and how to build a signal-watching system that gives you an edge.
How to trade oil on Kalshi: WTI and Brent crude, gasoline, and natural gas. Settlement sources, the EIA/OPEC calendar, and three ways to find an edge.
Four Bitcoin halving observations show lower historical peak multiples, but four samples cannot establish a decay law or predict the next cycle.
How Bitcoin event contracts work, what to verify about venue eligibility, and how to paper-test an automated rule.
How to trade Kalshi economic markets — CPI, jobs reports, GDP, and Fed rate decisions. Nowcasting models, timing strategies, and the data that matters.
How to use the Kelly criterion to size your Kalshi trades: the math behind position sizing, practical adjustments, and why most should use half-Kelly.
We built real Kalshi arbitrage scanners with the production fee formula: the single-market myth, the one real edge, and why there's no free money.
How to run a market making strategy on Kalshi — posting two-sided quotes, managing inventory risk, and earning the spread in prediction markets.
We scanned Kalshi's live order book: most markets are too wide and thin to trade, single-market arbitrage is impossible, and the list is auto-generated.
Yes — Kalshi Combos are a native multi-leg market. How RFQ pricing, all-or-nothing payouts and settlement work, and when separate positions beat one.
How to find edge in Kalshi sports props using player projections, matchup analysis, and correlation strategies. Data-driven guide for traders.
Why forecast-market gaps can disappear after fees, plus a station-by-station workflow: data sources, a fee-adjusted example, and automation.
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