TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will United Russia (ER) gain the most seats in the next Russian parliamentary election?
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 · “gain · seats · russian” (2 markets)
Top terms: gainseatsrussianparliamentaryrodinaelection
- Will Rodina gain the most seats in the next Russian parliamentary election?0.3¢ YES · $32.6k 24h
- ★ Will United Russia (ER) gain the most seats in the next Russian parliamentary election?59.5¢ YES · $152.2k 24h
§2 · Engle-Granger cointegration screen (1 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 |
|---|---|---|---|
| -1.696 | 169 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · will-united-russia-er-gain-the-most-seats-in-the-next-russian-parliamentary-election · fresh · feed 0s old24h sparkline · 60 pts▲ 1.71%
realized vol (ann.)
98.20%
max drawdown
2.48%
sharpe
—
ulcer index
0.90%
RMS drawdown
pain index
0.56%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
1.89%
cond. drawdown
gain/pain
1.14
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.14
upside/downside
roll spread
0.2 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
1.71%
flow lean
—
carry
flat
signalNEUTRALconfidence 25%
- 24h change +1.71%
Same bundle via M2M API:
/api/m2m/pm-will-united-russia-er-gain-the-most-seats-in-the-next-russian-parliamentary-election/bundle · venue execution: polymarket →