SSRNTrading, Microstructure & Execution
Combinatorial Arbitrage in Prediction Markets
Integer programming identifies arbitrage across linked prediction-market contracts where prices violate logical constraints, recovering 1.9 million relations and earning 2.2% guaranteed profit after spreads and fees.
Featured in No. 135 on 16 Oct 2026 · 6 days after release
- Released
- 10 Oct 2026
- First featured
- No. 135 · 16 Oct 2026
- Published in
- Not yet, as far as Semantic Scholar knows
- Fanfare
- 3 of 5
- Identifier
- SSRN 7587019
- Authors
- Daojing Zhai and Hongjian Shi
Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).