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.
Data & analyticsKalshiPolymarket
Framework for collecting and analyzing prediction-market data, including a large public Kalshi prediction market dataset.
Dataset stat Becker Kalshi dataset: 7.68M markets; 23.9% of settled markets resolved YES. Method on detail page.
PythonParquet
Data & analyticsPolymarket
Scripts to collect Polymarket market and trade data for analysis.
Python
Data & analyticsKalshi
Student research notebook (Rennes School of Business graduating project) that compares the probability distribution implied by SPXW and NDX option prices, using a fitted SVI smile, with the distribution quoted by Kalshi's S&P 500 and Nasdaq-100 range contracts for the same expiry. Uses Yahoo Finance option data and the Kalshi public API, with a saved snapshot in the repo. Findings are self-reported and based on a single snapshot.
PythonJupyterSVI volatility fit+2