TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will Avigdor Lieberman be the next Prime Minister of Israel?
Markets in the same TF-IDF topic cluster, with a 7-day Engle-Granger cointegration screen against each peer. Pairs with t-statistic below −3.34 reject the null of no cointegration at the 5% level — meaning the two markets share a stationary spread useful for relative-value trades.
§1 · Topic basket · “prime · minister · politics” (11 markets)
Top terms: primeministerpoliticsisraelethiopiaavigdor
- ★ Will Avigdor Lieberman be the next Prime Minister of Israel?3.5¢ YES · $52.5k 24h
- Will Benjamin Netanyahu be the next Prime Minister of Israel?30.0¢ YES · $222.3k 24h
- Will Benny Gantz be the next Prime Minister of Israel?0.4¢ YES · $29.5k 24h
- Will Berhanu Nega be the next Prime Minister of Ethiopia?0.7¢ YES · $3.47M 24h
- Will Demeke Mekonnen be the next Prime Minister of Ethiopia?0.5¢ YES · $202.4k 24h
- Will Eugen Tomac be the next Prime Minister of Romania?0.8¢ YES · $41.5k 24h
- Will Gedion Timothewos be the next Prime Minister of Ethiopia?0.2¢ YES · $164.2k 24h
- Will Gilad Erdan be the next Prime Minister of Israel?0.6¢ YES · $37.9k 24h
- Will Itamar Ben Gvir be the next Prime Minister of Israel?0.9¢ YES · $44.3k 24h
- Will Shimelis Abdisa be the next Prime Minister of Ethiopia?3.1¢ YES · $148.4k 24h
- Will Yossi Cohen be the next Prime Minister of Israel?0.5¢ YES · $42.7k 24h
§2 · Engle-Granger cointegration screen (8 pairs tested)
For each peer, 7d aligned series are regressed; the residuals are tested for a unit root (ADF). Reject H₀ (no cointegration) at 5% when t < −3.34. Cointegrated pairs share a stationary spread — candidates for pairs / basket trades.
| Peer | t-stat | n | Verdict |
|---|---|---|---|
| -5.411 | 169 | ▲ cointegrated · pair candidate | |
| -4.347 | 169 | ▲ cointegrated · pair candidate | |
| -4.104 | 169 | ▲ cointegrated · pair candidate | |
| -4.072 | 169 | ▲ cointegrated · pair candidate | |
| -3.567 | 169 | ▲ cointegrated · pair candidate | |
| -3.212 | 117 | no rejection · independent | |
| -2.676 | 169 | no rejection · independent | |
| -2.645 | 169 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · will-avigdor-lieberman-be-the-next-prime-minister-of-israel · fresh · feed 0s oldrealized vol (ann.)
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max drawdown
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sharpe
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ulcer index
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RMS drawdown
pain index
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mean drawdown
mod. VaR 95%
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Cornish-Fisher
martin ratio
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ret / ulcer
CDaR 95%
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cond. drawdown
gain/pain
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Σgain / Σ|loss|
sterling
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ret / CDaR
omega (θ=0)
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upside/downside
roll spread
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implied (price-only)
bars used
0
insufficient
spread
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24h Δ
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flow lean
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carry
flat
signalNEUTRALconfidence 0%
- insufficient history for risk metrics — directional read only
Same bundle via M2M API:
/api/m2m/pm-will-avigdor-lieberman-be-the-next-prime-minister-of-israel/bundle · venue execution: polymarket →