Detect and execute cross-platform arbitrage trades across prediction markets.
npx skills add https://github.com/alsk1992/CloddsBot --skill opportunity
Please help me install this Agent Skill. Skill: opportunity Source: https://github.com/alsk1992/CloddsBot/tree/main/src/skills/bundled/opportunity Command: npx skills add https://github.com/alsk1992/CloddsBot --skill opportunity
This Skill automates the discovery and execution of profitable arbitrage opportunities across various prediction markets and exchanges, turning market inefficiencies into guaranteed profits.
Scan all platforms for arbitrage opportunities with at least a 2% edge.
High-intent search queries and answers about installing and using this skill.
Cross-platform arbitrage identifies price discrepancies for identical prediction market outcomes across platforms like Polymarket and Kalshi. By buying lower on one exchange and selling higher on another, you capture risk-free profit from market inefficiencies.
You can automate arbitrage execution by leveraging real-time data feeds and market analysis to detect price discrepancies. The system scans platforms continuously and facilitates automated trades to capture spreads when opportunities arise.
Yes, executing arbitrage trades requires API access to platforms like Polymarket, Kalshi, and Betfair. API connections enable the real-time data feeds and automated trade execution necessary to capture expiring cross-platform opportunities.
The best way to monitor price discrepancies is using a tool that continuously scans linked markets across exchanges with real-time data feeds. This approach alerts you to new arbitrage opportunities and warns you when spreads expire.
Yes, you can configure a minimum edge threshold, such as a 2% spread, for scanning arbitrage opportunities. This ensures the system only flags cross-platform trades that meet your specific risk modeling and profitability requirements.
Automated arbitrage limitations include dependency on platform API reliability, execution latency, and market liquidity. Risk modeling is required because price discrepancies may expire before trades execute, potentially eliminating the guaranteed profit spread.
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