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Polymarket Real Estate Trader

该 Skill 是一个交易模板：Python 脚本在 Polymarket 发现住宅价格、按揭利率、美联储决议等预测市场，按 FOMC 会议时点与市场类型置信度计算仓位并下单，内置价差、成交量、持仓数等风控参数；默认模拟盘，仅在 --live 时用真实 USDC 交易。

diagnostikon
diagnostikon
热度 85.11
最近更新 2026-05-11 17:31:38
分类：自动化依赖：代码执行 / 第三方 API应用场景：财务 / 市场分析 / 自动化脚本 / 工作流

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 polymarket-real-estate-trader
Metadata
name
polymarket-real-estate-trader
description
Trades Polymarket prediction markets on housing prices, mortgage rates, Fed rate decisions, real estate crash scenarios, and regional property market milestones. Use when you want to capture alpha on macro housing markets using Fed minutes, Case-Shiller data, and mortgage rate signals.
metadata
{"author":"Diagnostikon","version":"1.0","displayName":"Real Estate & Housing Trader","difficulty":"intermediate"}

Real Estate & Housing Trader

This is a template. The default signal is keyword-based market discovery combined with probability-extreme detection — remix it with the data sources listed in the Edge Thesis below. The skill handles all the plumbing (market discovery, trade execution, safeguards). Your agent provides the alpha.

Strategy Overview

Housing and Fed rate markets are priced by retail traders following mainstream media narratives. This skill exploits two structural edges without any external API:

  1. FOMC calendar timing — Rate markets diverge most from CME FedWatch in the weeks before a meeting. Trading the pre-meeting window captures the professional vs retail pricing gap.
  2. Market type confidence — Fed/rate decisions are professionally calibrated; crash/bubble markets are emotionally driven. Position sizing reflects this.

Signal Logic

Default Signal: Conviction-Based Sizing with Macro Cycle Bias

  1. Discover active housing and rate markets on Polymarket
  2. Compute base conviction from distance to threshold (0% at boundary → 100% at p=0/p=1)
  3. Apply macro_cycle_bias() — combines FOMC month timing with market type confidence
  4. Size = max(MIN_TRADE, conviction × bias × MAX_POSITION) — capped at MAX_POSITION
  5. Skip markets with spread > MAX_SPREAD or fewer than MIN_DAYS to resolution

Macro Cycle Bias (built-in, no API required)

Factor 1 — FOMC Calendar Timing

Fed rate decision markets have their highest edge in the 2–4 weeks BEFORE a meeting — when CME FedWatch (professional market) and Polymarket (retail) diverge most. After the decision, repricing happens within hours.

FOMC meets ~8x/year: Jan, Mar, May, Jun, Jul, Sep, Nov, Dec

Condition Multiplier
Rate question in FOMC-active month 1.2x — pre-meeting window, edge at its peak
Rate question in gap month (Apr, Aug, Oct) 0.9x — fewer catalysts

Factor 2 — Market Type Confidence

Market type Multiplier Why
Fed/FOMC rate decisions 1.25x CME FedWatch = professional-grade calibration
Mortgage rate markets 1.15x Mechanically tied to Fed funds — directionally predictable
Case-Shiller / price index 1.10x Data-driven index releases — trackable trajectory
Housing crash / bubble / collapse 0.75x Fear/narrative-driven — hard to time, high variance
Commercial RE / office vacancy 0.80x WFH narrative distorts rational pricing

Combined capped at 1.40x. A Fed rate cut market in March → 1.2 × 1.25 = 1.40x (cap) — maximum edge. A "housing bubble crash" question → 1.0 × 0.75 = 0.75x — trade very conservatively.

Remix Signal Ideas

  • CME FedWatch: Replace market.current_probability with FedWatch implied probability — trade the divergence between professional futures and Polymarket retail pricing
  • FRED API: Federal Reserve economic data releases as leading signal for rate trajectory
  • Case-Shiller releases: Track monthly index trajectory to front-run known lagged data
  • Zillow / Redfin Research: Regional data as leading indicator for national market questions

Safety & Execution Mode

The skill defaults to paper trading (venue="sim"). Real trades only with --live flag.

Scenario Mode Financial risk
python trader.py Paper (sim) None
Cron / automaton Paper (sim) None
python trader.py --live Live (polymarket) Real USDC

autostart: false and cron: null — nothing runs automatically until you configure it in Simmer UI.

Required Credentials

Variable Required Notes
SIMMER_API_KEY Yes Trading authority. Treat as high-value credential.

Tunables (Risk Parameters)

All declared as tunables in clawhub.json and adjustable from the Simmer UI.

Variable Default Purpose
SIMMER_MAX_POSITION 30 Max USDC per trade (reached at 100% conviction)
SIMMER_MIN_VOLUME 8000 Min market volume filter (USD)
SIMMER_MAX_SPREAD 0.08 Max bid-ask spread (8%)
SIMMER_MIN_DAYS 7 Min days until resolution
SIMMER_MAX_POSITIONS 6 Max concurrent open positions
SIMMER_YES_THRESHOLD 0.38 Buy YES if market price ≤ this value
SIMMER_NO_THRESHOLD 0.62 Sell NO if market price ≥ this value
SIMMER_MIN_TRADE 5 Floor for any trade (min USDC regardless of conviction)

Dependency

simmer-sdk by Simmer Markets (SpartanLabsXyz)