Real-time arbitrage scanner across Polymarket and Kalshi. Depth-checked, fee-adjusted, and ready to trade.
What is this
Most prediction markets price the same real-world event on multiple exchanges at the same time. When they disagree, the combined cost of both sides can fall below $1, leaving a theoretical, fee-adjusted spread. ArbAlpha detects those windows, walks the live order book to estimate whether the spread survives execution costs, and shows you how to size a potential trade.
How it works
Polymarket and Kalshi — 24,000+ markets — paginated every 10 minutes, filtered to liquid markets only.
IDF-weighted similarity with direction safety, rare-distinguisher guards, and entity aliasing finds genuine pairs without false positives.
Each candidate is walked against the live order book. Only arbs executable at real ask prices — after all fees — are surfaced.
Intelligence signals
Every arb is depth-walked against the real ask ladder — no phantom top-of-book edges.
Kalshi 7% + Polymarket category-dependent taker fees baked in before anything is surfaced.
See whether an edge is widening or collapsing — hourly slope derived from persisted history.
Kalshi vs Polymarket mid-price divergence flags where institutional players are leaning.
Metaculus + Manifold community probabilities overlaid on each opportunity as a sanity check.
Conservative Kelly criterion tells you exactly how much of your bankroll to deploy per arb.
Why ArbAlpha
Prediction market arbitrage is real, recurring, and measurable. Exchanges reprice slowly. Liquidity is fragmented. Fees are asymmetric. Most scanners show top-of-book prices that vanish the moment you try to fill. ArbAlpha walks the actual order book, applies the real taker fee schedule for each exchange and category, and only surfaces opportunities that survive execution.