TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Grass Court Championships, Qualification: Suzan Lamens vs Dalma Galfi

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 · “grass · court · qualification” (5 markets)

Top terms: grasscourtqualificationchampionshipstessabrockmann

§2 · Engle-Granger cointegration screen (4 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
Grass Court Championships, Qualification: Lulu Sun vs Anhelina Kalinina-3.12226no rejection · independent
Grass Court Championships, Qualification: Diane Parry vs Ella Seidel-2.24326no rejection · independent
Grass Court Championships, Qualification: Katerina Siniakova vs Yue Yuan-1.76326no rejection · independent
Grass Court Championships, Qualification: Tessa Brockmann vs Alycia Parks-0.89026no rejection · independent

▸ Advanced metrics · M2M bundle

polymarket · wta-lamens-galfi-2026-06-14 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
76.75%
max drawdown
1.42%
sharpe
—
ulcer index
0.64%
RMS drawdown
pain index
0.37%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
1.42%
cond. drawdown
gain/pain
1.33
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.33
upside/downside
roll spread
0.2 bps
implied (price-only)
bars used
671
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-wta-lamens-galfi-2026-06-14/bundle · venue execution: polymarket →