A work in progress. Currently rerunning some sims.

I'm waiting on March data to be publicised. Will have said data by early-April.

Live-trading low liquidity instruments on prediction markets; $658 of profit in February. We HJB-optimal quote when a monopsony and dynamically bid on the competitive microstructure otherwise, aggregating 15+ bookmakers, 100+ markets, 1000+ orders... I'll publish a write-up eventually but I am lazy so it'll be a bit.