The Open-Source Kalshi Bot Catalog

The most-starred AI-driven Kalshi bot, period. Performs deep fundamental research per market via the Octagon Research API, generates independent probability est...

The most-cited reference for "real" market-making math on Kalshi. Implements multiple MM strategies in parallel, including an Avellaneda-Stoikov model. Dynamic ...

Cross-platform sports arbitrage between Kalshi and Polymarket. Written in Rust. The highest-starred arbitrage bot in the ecosystem.

Trades Kalshi KXHIGH temperature markets plus Polymarket. Uses 31-member GFS ensemble forecasts via Open-Meteo plus BTC 5-min microstructure signals. 15% Kelly ...

Pre-positions 15–60 minutes before CPI, Fed, NFP, and GDP releases using Bloomberg consensus deviation signals. Exits within 10 minutes after each release. $40 ...

NFL, NBA, MLB, NHL game outcomes. Compares Kalshi prices vs sportsbook implied probabilities. Injury feed integration; line movement detection. $30 per entry; $...

Watches 10,000+ markets across Polymarket and Kalshi for arbitrage opportunities. Includes a FastAPI web UI with real-time opportunities, a built-in backtesting...

NWS/NOAA weather edge trading. Forecast horizon weighting (near-term 1.0, 3-day 0.75, 7-day 0.45) with regional NWS accuracy discount. Fixed $25 per position; T...

Kalshi API + Perplexity Sonar API for research. Streamlit UI. Useful as a "research assistant" rather than a fully automated bot.

S&P 500 daily bracket trading. Tight scope, well-executed.

Monitors Twitter/X, Reddit, and Telegram with five-dimension scoring (source count, velocity, authority, keyword match depth, momentum duration). NLP transforme...

Fed implied rate curve visualization and historical comparisons. Jupyter-based; not a bot, but a strong analytics reference for anyone trading Fed markets.

Sentence-transformer semantic matching to find equivalent markets across platforms. Jaccard similarity + date/entity hints + optional LLM verification (12 paral...

BTC 15-minute momentum + orderbook skew + OpenClaw AI enrichment. DRY_RUN mode; configurable stop-loss and take-profit cents per position. The orderbook skew si...

Model Context Protocol server with 20+ tools for Claude Code/Desktop integration. Weather forecasting, ensemble analysis, position drift monitoring, safety cont...

Grok-4 integration with multi-agent decision-making and portfolio optimization. Uses 0.25 Kelly sizing with a category scorer that hard-blocks markets scoring b...

Dual-loop architecture: Google TimesFM 2.5 for fast quantitative tick predictions, Gemma 4 31B for slow multi-agent LangGraph debate (Bull, Bear, Volatility For...

"Vibe-coded" generative AI bot — system-prompts an LLM (Grok) into the role of a professional prediction-market trader. More experimental than productionized, b...

A weather-focused bot that uses Claude Opus to size and approve trades. Quarter-Kelly sizing capped by both maximum contracts and maximum dollar risk per trade....

Probability-band MM around S&P close estimates. Originally a QuantSC student project from Spring 2023. Cleaner than its origin suggests; useful as an introd...

Public-facing repo of an algorithm the author actually ran on the platform. Smaller in scope than the others, but the fact that it represents real production co...

Self-described "enterprise-grade" quant system with a Telegram control interface. Claims institutional-quality risk management. The Telegram-as-control-plane pa...

Specifically targets Bitcoin 1-Hour Price markets between Polymarket and Kalshi — the most cross-listed contract type with the highest gap frequency.

Auto-detects and executes arbitrage between Polymarket and Kalshi. Built on the pmxt.dev framework. The author has a useful companion blog post: "How I built a ...

General Kalshi arb bot. Smaller scope, useful as a reference implementation for arb basics.

Custom temporal transformer ensemble with XGBoost. XGBoost achieves 1.55°F MAE; the custom temporal transformer achieves 1.0°F MAE. Optuna Bayesian hyperparamet...

Daily climate event forecasting that maps directly into trades.

BTC trader on 15-minute and 1-hour intervals. Self-described as "risk-averse and profitable." Smaller in scope than the dual-strategy bots below, but the focuse...

XGBoost model trained on 70k historical BTC candles via Kraken WebSocket. Dual SWING/SCALPER strategy. Kelly with volatility-regime overlay. Concurrent monitori...

Seven distinct paper-trading strategies running simultaneously on BTC markets. Designed as an educational reference, and that's exactly what it does well.

General Python algo bot — market analysis, position management, risk controls. A reasonable starting framework if you're building from scratch.

Bayesian model that distinguishes "fake" YES price spikes (low volume + widening spread) from "real" repricings (high volume + tightening spread), then fades th...

DQN agent for hourly BTC threshold markets. Gymnasium-compatible RL environment; multi-day backtesting with policy comparison (random vs. baseline vs. DQN); Str...

NBA Kalshi vs. DraftKings backtest covering 876 games and 10 strategy tests. The methodology of running multiple strategy variants over the same historical wind...

Cross-platform scanner across Kalshi, Polymarket, and DraftKings for NFL, NBA, MLB, and NHL props. Confidence-scored alerts. The three-platform comparison (vs. ...