Contract Mechanics & Resolution
FREEBeginnerWhat prediction markets are, how contracts work, why they outperform polls, and the statistical reality of why most participants lose money before they make a single trade.
Execution Cost & Liquidity
FREEBeginnerFull walkthroughs of both platforms — regulatory status, fee structures, settlement mechanics, and the differences that determine which strategies work where.
Market Reliability
FREEIntermediateExpected value, the Favorite-Longshot Bias, the 72% NO Rule, and the crowd psychology biases that create systematic patterns in event-contract pricing.
Market Integrity & Compliance
IntermediateThe three edges that work every week. Built on platform mechanics, not prediction. Multi-Outcome Pricing Gaps, the 88¢ Rule, and Maker Edge.
Kalshi Strategies
IntermediateWeather trading, tail-liquidity provision at 90¢+, EMOS-anchored entries, and the Ignorance Prior play on center brackets underpriced by 5–13 percentage points.
Polymarket Strategies
IntermediateThe 72% non-event base rate strategy system, exploiting panic pricing via mean reversion, and political market mechanics. EV of buying NO at 50¢: +$0.22 per contract before fees.
Risk & Bankroll Management
IntermediateKelly Criterion, fractional sizing, and the discipline that separates survivors from statistics. The chapter most traders skip — and the reason most blow up.
Advanced & Algorithmic
Advancedpublic-information latency, order book mechanics, and automating the math. The 0x8dxd case study: $313 to $414k. For traders who want to go beyond manual execution.
Build trading systems & bots
PremiumBot construction, API integration, and automated strategy implementation are separated from the main research curriculum. Bot-building content lives in the Developer Lab — for traders who want to automate, not for teams evaluating market reliability.