Hackathon builds multi-agent trading systems that read Polymarket implied probabilities
Present_Mention_2757 · reddit · 2026-09-06
A Redditor organizing a hackathon is building multi-agent trading systems (analysts, traders, risk managers) that rebalance a portfolio monthly over a simulated period. He has written a Polymarket client that discovers events/markets and pulls historical prices and trades, and wants prediction-market implied probabilities to serve as a signal alongside price and news data.
His plan: give agents tools (event/market discovery, price history, trades) with feedback loops for free-form querying, treating market prices as time series of implied probabilities per yes outcome. The open question is downstream use — should market odds act as a weighting metric for rebalancing, or as a sanity check flagging where the agent disagrees with the market?
He's soliciting ideas on bridging event probabilities to allocation decisions and what features to derive beyond daily price series.
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