Prediction Market Automation trades event outcomes with Kelly-criterion position sizing — disciplined edge, mathematically sized.
Prediction markets reward being right about the world, but most traders size by gut and blow up on variance. Kelly sizing fixes the math: bet proportionally to your edge, survive the inevitable losing streaks, and let the edge compound.
Positions are capped, the book is managed across markets, and exits are disciplined. Conviction with a calculator.
Event probabilities are estimated from market prices, order flow, and available information.
Positions are sized by the Kelly criterion — proportional to edge, capped against ruin.
The book is monitored across markets with disciplined exits as probabilities resolve.
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