Walk-the-book backtests, parameter sweeps, paper trading, and post-mortems on what works (and what only works in mid-price simulations).
Most BTC up/down backtests assume mid-price fills. The real book is 11¢/89¢ for half the market's life. Here's what walk-the-book actually pays — and why your strategy probably doesn't survive contact with it.
BenJune 8The honest way to paper-trade Polymarket: live snapshots, walk-the-book fills, real fees, and a paper-vs-backtest baseline that catches when reality stops matching the simulation.
BenJune 6Threshold entry, mean reversion, time-before-resolution, condition_based, and logical arb only — backtested on real walk-the-book fills with real fees. Which survive the slippage, which don't.
BenJune 5