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Kalshi F1 Teammate Anti Trader

该 Skill 用队友反相关模型交易 Kalshi F1 车手冠军市场:按车队配对与静态 dominance 比例推算公允价格,偏离超过阈值时下单,并设有仓位、滑点、交易次数等风险参数。需 SIMMER_API_KEY 与 SOLANA_PRIVATE_KEY,默认纸面模式,仅在显式加 --live 时经 DFlow/Solana 真实交易。

diagnostikon
diagnostikon
热度 34.73
最近更新 2026-05-11 17:40:40
分类:自动化依赖:代码执行 / 第三方 API应用场景:财务 / 自动化脚本 / API 集成 / 市场分析

安装技能

复制下面的话术发给你的 Agent,它会通过 secure-skills 检索并安装该技能。

执行命令安装此 skill: npx secure-skills-cli add kalshi-f1-teammate-anti-trader
Metadata
name
kalshi-f1-teammate-anti-trader
description
Trades F1 Drivers Championship markets on Kalshi using teammate anti-correlation. Teammates share the same car so their probabilities are structurally linked -- when one rises, the other should fall. Requires SIMMER_API_KEY and simmer-sdk.
metadata
{"author":"Diagnostikon","owner":"Diagnostikon","version":"1.0.0","displayName":"Kalshi F1 Teammate Anti-Correlation Trader","difficulty":"advanced","homepage":"https://simmer.markets/skills","repository":"https://github.com/SpartanLabsXyz/simmer-sdk","requires_env":"SIMMER_API_KEY","requires_pip":"simmer-sdk","default_mode":"paper","live_flag":"--live"}

Kalshi F1 Teammate Anti-Correlation Trader

This is a template. The default signal uses static dominance ratios -- remix it with live head-to-head qualifying/race data for dynamic dominance estimation. The skill handles all the plumbing (market discovery, trade execution, safeguards). Your agent provides the alpha.

Strategy Overview

F1 teammates share the same car, meaning their championship probabilities are structurally anti-correlated. If Verstappen's probability rises, Lawson's should fall (they share Red Bull's probability budget). Markets are slow to adjust both sides of teammate pairs simultaneously, creating exploitable relative mispricings.

Key advantages:

  • Structural constraint -- teammate probabilities must sum to roughly the team's total share
  • Dominance ratios are stable -- intra-team hierarchy rarely changes mid-season
  • Markets adjust asymmetrically -- one driver's price moves but teammate's lags
  • Pairs trading -- natural hedge structure reduces directional risk

Signal Logic

Teammate Anti-Correlation Model

  1. Define teammate pairs (same constructor)
  2. Set dominance ratios (who captures what % of team total)
  3. For each pair, sum their market prices = team_total
  4. Compute fair split: fair_A = team_total * dominance, fair_B = team_total * (1-dominance)
  5. Trade when |fair - market| >= entry_edge for either driver

Teammate Pairs (2025)

Pair Constructor Dominance Team Total
Verstappen / Lawson Red Bull 85%/15% ~36%
Leclerc / Hamilton Ferrari 50%/50% ~20%
Russell / Antonelli Mercedes 70%/30% ~8%
Piastri / Norris McLaren 40%/60% ~36%

Conviction-Based Sizing

  • conviction = min(|edge| / entry_edge, 2.0) / 2.0
  • size = max($1.00, conviction * MAX_POSITION_USD)
  • Larger edge = larger position, capped at MAX_POSITION_USD

Risk Parameters

Parameter Default Notes
Entry edge 8% Min fair-vs-market divergence to trade
Exit threshold 45% Sell when position price reaches this
Max position size $5.00 USDC Per market
Max trades per run 4 Rate limiting
Max slippage 15% Skip if slippage exceeds
Min liquidity $0 Disabled by default

Installation & Setup

clawhub install kalshi-f1-teammate-anti-trader

Requires: SIMMER_API_KEY and SOLANA_PRIVATE_KEY environment variables.

Cron Schedule

Cron is set to null -- the skill does not run on a schedule until you configure it in the Simmer UI.

Safety & Execution Mode

The skill defaults to dry-run mode. Real trades only execute when --live is passed explicitly.

Scenario Mode Financial risk
python trader.py Dry run None
Cron / automaton Dry run None
python trader.py --live Live (Kalshi via DFlow) Real USDC

Required Credentials

Variable Required Notes
SIMMER_API_KEY Yes Trading authority. Treat as a high-value credential.
SOLANA_PRIVATE_KEY Yes Base58-encoded Solana private key for live trading.

Tunables (Risk Parameters)

Variable Default Purpose
SIMMER_F1_TEAM_ENTRY_EDGE 0.08 Min divergence to trigger trade
SIMMER_F1_TEAM_EXIT_THRESHOLD 0.45 Sell position when price reaches this level
SIMMER_F1_TEAM_MAX_POSITION_USD 5.00 Max USDC per trade
SIMMER_F1_TEAM_MAX_TRADES_PER_RUN 4 Max trades per execution cycle
SIMMER_F1_TEAM_SLIPPAGE_MAX 0.15 Max slippage before skipping trade
SIMMER_F1_TEAM_MIN_LIQUIDITY 0 Min market liquidity USD (0 = disabled)

Dependency

simmer-sdk is published on PyPI by Simmer Markets.