Swarm
Open to 2027 graduate roles
An automated research engine for Polymarket that scans live markets, runs multi-agent simulation ensembles on each one, and only proposes a trade when the edge survives the spread, liquidity and its own uncertainty. It journals every call, scores its calibration against how markets actually resolve, and re-runs an analysis when prices, news or its own edge move.
Highlights
- Live market discovery and YES/NO order-book pulls from Polymarket's Gamma and CLOB APIs
- Risk math built to refuse bad trades: uncertainty haircuts toward 50%, executable-edge checks against the real spread, and capped half-Kelly sizing
- Walk-forward backtesting scored on Brier score and log-loss, with calibration bins and bankroll simulation
- News intelligence with per-source reliability weighting and cross-feed clustering, triggering re-analysis on price moves, edge decay or side flips
- Runs unattended: a scheduled scan → shortlist → deep-analysis loop with journaling and webhook alerts