What it does
Event-driven backtesting framework for binary markets such as Kalshi, Polymarket and PredictIt, with pluggable strategies, a simulated broker, settlement handling and a Streamlit UI showing equity curve, trade log and metrics. See the source for setup, usage and current status.
Tools: PythonStreamlitParquet
Difficulty: intermediate
Platforms: Kalshi · Polymarket
FAQ
What is Event-driven backtest engine for binary prediction markets?
Event-driven backtesting framework for binary markets such as Kalshi, Polymarket and PredictIt, with pluggable strategies, a simulated broker, settlement handling and a Streamlit UI showing equity curve, trade log and metrics. It is listed under Data & analytics in this directory.
Does Event-driven backtest engine for binary prediction markets work with Kalshi or Polymarket?
According to its source, it works with Kalshi and Polymarket.
What tools or languages does Event-driven backtest engine for binary prediction markets use?
The source lists: Python, Streamlit, Parquet.
Who built Event-driven backtest engine for binary prediction markets and where is the source?
It was published by wilsoncwhuang. The public source is at github.com/wilsoncwhuang/prediction-market-backtest-engine.
How hard is Event-driven backtest engine for binary prediction markets to set up?
This directory rates it intermediate (beginner, intermediate or advanced).
How many GitHub stars does Event-driven backtest engine for binary prediction markets have?
It had 0 GitHub stars as of Oct 15, 2026.
Is Event-driven backtest engine for binary prediction markets still maintained?
The repository was last updated on May 17, 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