Nested Arb Monitor
KALSHI · POLYMARKET
box: BUY NO(sub) + BUY YES(super) → settles ≥
$1.00
· edge = par − Σ ask
connecting…
snapshot
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·
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Book · latest snapshot
Venue
Instruments
Best edge
Dislocations
/ 10 min
Executable
net of fees
Best net
Best edge vs par
¢ below $1.00
Dislocations per 10-min window
count
Kalshi — tightest ladders
top of book · this scan
Event
Legs
Σ ask
Edge
Net
Depth
Polymarket — sub-par prints
last 2h · bot book
Instrument
Σ cost
Edge
Filled
edge
= 100¢ − Σ ask ·
net
= edge − taker fees ·
dislocation
= Σ ask < par (pre-fee)
Kalshi
whole-board top-of-book scan, greater/less strike ladders, ~10 min ·
Polymarket
live pair-arb monitor, validated by-date ladders · fees — Kalshi ⌈0.07·p(1−p)⌉/order, Polymarket 0–4%