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Market makingKalshi

Kalshi weather market making: NYC high-temperature replay and live trader

Columbia APMA seminar project that quotes Kalshi's daily New York high-temperature contracts: post-only bids and asks around rescaled mids, with inventory priced jointly across temperature bins, quiet periods around weather station reports, and a replay against Kalshi's public trade tape plus Iowa Environmental Mesonet data. Replay results are the author's own (self-reported).

Last updated · source link verified

What it does

Columbia APMA seminar project that quotes Kalshi's daily New York high-temperature contracts: post-only bids and asks around rescaled mids, with inventory priced jointly across temperature bins, quiet periods around weather station reports, and a replay against Kalshi's public trade tape plus Iowa Environmental Mesonet data. Replay results are the author's own (self-reported). See the source for setup, usage and current status.

Tools: PythonuvKalshi public API+1

Difficulty: advanced

Platforms: Kalshi

FAQ

What is Kalshi weather market making: NYC high-temperature replay and live trader?

Columbia APMA seminar project that quotes Kalshi's daily New York high-temperature contracts: post-only bids and asks around rescaled mids, with inventory priced jointly across temperature bins, quiet periods around weather station reports, and a replay against Kalshi's public trade tape plus Iowa Environmental Mesonet data. Replay results are the author's own (self-reported). It is listed under Market making in this directory.

Does Kalshi weather market making: NYC high-temperature replay and live trader work with Kalshi or Polymarket?

According to its source, it works with Kalshi.

What tools or languages does Kalshi weather market making: NYC high-temperature replay and live trader use?

The source lists: Python, uv, Kalshi public API, Iowa Environmental Mesonet data.

Who built Kalshi weather market making: NYC high-temperature replay and live trader and where is the source?

It was published by dfong03. The public source is at github.com/dfong03/apma2026-kalshi-weather.

How hard is Kalshi weather market making: NYC high-temperature replay and live trader to set up?

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

How many GitHub stars does Kalshi weather market making: NYC high-temperature replay and live trader have?

It had 0 GitHub stars as of Oct 20, 2026.

Is Kalshi weather market making: NYC high-temperature replay and live trader still maintained?

The repository was last updated on Oct 20, 2026, as checked on Oct 23, 2026. Check the source for current status.

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