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

§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.

Peert-statnVerdict
Will Gedion Timothewos be the next Prime Minister of Ethiopia?-5.411169▲ cointegrated · pair candidate
Will Demeke Mekonnen be the next Prime Minister of Ethiopia?-4.347169▲ cointegrated · pair candidate
Will Berhanu Nega be the next Prime Minister of Ethiopia?-4.104169▲ cointegrated · pair candidate
Will Itamar Ben Gvir be the next Prime Minister of Israel?-4.072169▲ cointegrated · pair candidate
Will Eugen Tomac be the next Prime Minister of Romania?-3.567169▲ cointegrated · pair candidate
Will Gilad Erdan be the next Prime Minister of Israel?-3.212117no rejection · independent
Will Benjamin Netanyahu be the next Prime Minister of Israel?-2.676169no rejection · independent
Will Benny Gantz be the next Prime Minister of Israel?-2.645169no rejection · independent

▸ Advanced metrics · M2M bundle

polymarket · will-avigdor-lieberman-be-the-next-prime-minister-of-israel · fresh · feed 0s old
realized vol (ann.)
max drawdown
sharpe
ulcer index
RMS drawdown
pain index
mean drawdown
mod. VaR 95%
Cornish-Fisher
martin ratio
ret / ulcer
CDaR 95%
cond. drawdown
gain/pain
Σgain / Σ|loss|
sterling
ret / CDaR
omega (θ=0)
upside/downside
roll spread
implied (price-only)
bars used
0
insufficient
spread
24h Δ
flow lean
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