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Kalshi calibration vs. tradable alpha: research replication package

Data and code for a 2026 preprint that measures Kalshi calibration while stepping from the displayed price to the order-book midpoint, the executable quote and the fee-adjusted taker return. Includes per-market JSONL logs, frozen outputs and a script that runs deterministic checks against the paper's tables.

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What it does

Data and code for a 2026 preprint that measures Kalshi calibration while stepping from the displayed price to the order-book midpoint, the executable quote and the fee-adjusted taker return. Includes per-market JSONL logs, frozen outputs and a script that runs deterministic checks against the paper's tables. See the source for setup, usage and current status.

Tools: PythonNumPyJSONL

Difficulty: advanced

Platforms: Kalshi

FAQ

What is Kalshi calibration vs. tradable alpha: research replication package?

Data and code for a 2026 preprint that measures Kalshi calibration while stepping from the displayed price to the order-book midpoint, the executable quote and the fee-adjusted taker return. Includes per-market JSONL logs, frozen outputs and a script that runs deterministic checks against the paper's tables. It is listed under Data & analytics in this directory.

Does Kalshi calibration vs. tradable alpha: research replication package work with Kalshi or Polymarket?

According to its source, it works with Kalshi.

What tools or languages does Kalshi calibration vs. tradable alpha: research replication package use?

The source lists: Python, NumPy, JSONL.

Who built Kalshi calibration vs. tradable alpha: research replication package and where is the source?

It was published by ken10677. The public source is at github.com/ken10677/mwta-kalshi-replication.

How hard is Kalshi calibration vs. tradable alpha: research replication package to set up?

This directory rates it advanced (beginner, intermediate or advanced).

How many GitHub stars does Kalshi calibration vs. tradable alpha: research replication package have?

It had 0 GitHub stars as of Oct 16, 2026.

Is Kalshi calibration vs. tradable alpha: research replication package still maintained?

The repository was last updated on Oct 16, 2026, as checked on Oct 23, 2026. Check the source for current status.

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PythonJupyterSVI volatility fit+2

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