Guides & Research
Step-by-step guides and quantitative research — so you know what is possible with Convex Lake data.
·7 min readResearchKalshi BTC Market Liquidity: Where Volume Concentrates, and a Proxy That Backfired
A census of 932,485 Kalshi BTC markets: how many trade, when volume peaks, and why a moneyness proxy gave the wrong answer.
Written by Convex Lake Research Team#kalshi#btc#liquidity#market-structure#research
·6 min readResearchWe Computed Prediction Market Calibration by Category, Across 12 Categories and 5 Checkpoints
Real Brier scores from Polymarket candles across 12 categories and five checkpoints in each market's observed life, with three charts and a reproducible notebook.
Written by Convex Lake Research Team#brier-score#calibration#polymarket#research#probability
·8 min readAlgo hintsTrading Fees and Execution Latency Across Six Venues: What's Published, and What Isn't
Fee formulas across six venues, and what public sources actually say about execution latency and Polymarket fills.
Written by Convex Lake Research Team#trading-fees#execution-latency#polymarket#kalshi#market-structure
·5 min readEducationCrypto Price Markets Across 5 Venues: Why “Chainlink-Powered” Doesn’t Mean the Same Data
Kalshi, Polymarket, Predict.fun, Limitless, and Hyperliquid price crypto markets differently underneath—even when several call themselves Chainlink-powered.
Written by Convex Lake Research Team#crypto-markets#chainlink#oracles#resolution#market-structure
·4 min readAlgo hintsThe Arbitrage Risk Nobody Prices In: When Two Venues Answer Different Questions About the Same Event
Cross-venue prediction market arbitrage assumes both platforms are pricing the same question. A real 2025 case shows why that is not always true.
Written by Convex Lake Research Team#arbitrage#settlement-risk#kalshi#polymarket#resolution
·4 min readEducationBrier Score in Prediction Markets: What It Actually Measures, and Why Domain Matters
What the Brier score measures, how to read the 0.25 baseline, and why prediction-market calibration must be evaluated category by category.
Written by Convex Lake Research Team#brier-score#calibration#prediction-markets#research#probability
·5 min readAlgo hintsKalshi vs. Polymarket Weather Markets: Why They Don't Resolve Off the Same Data
Why weather markets on Kalshi and Polymarket can settle differently, tested across 102 resolved city-days in NYC, Chicago, and Miami.
Written by Convex Lake Research Team#kalshi#polymarket#weather-markets#resolution#research
·5 min readAlgo hintsPrediction Market Leaderboard Data: What It's For Beyond Copy Trading
Polymarket, Limitless, and Predict.fun trader leaderboard and per-trader trade history, as a research dataset rather than a copy-trading app.
Written by Convex Lake Research Team#leaderboard#polymarket#limitless#predict-fun#research
·6 min readEducationKalshi vs. Polymarket vs. Deribit: Infrastructure and Resolution Sources, Compared
Where six major venues run their matching engines, and which real-world sources resolve elections, crypto prices, economic data, sports, and weather markets.
Written by Convex Lake Research Team#market-infrastructure#resolution#kalshi#polymarket#deribit
·7 min readGuidesBinance Options Data: Historical Order Book, Trades & the 5-Day Limit
What Binance options data actually contains, how it differs from Deribit's, and why Binance's own API only gives you 5 days of order history. Schema and access for quants.
Written by Convex Lake Research Team#binance#options#orderbook#trades#quant
·2 min readUpdatesConvex Lake Partners with the Center for Mathematical Finance
Convex Lake is now an Academic Research Partner of the Center for Mathematical Finance, supporting student and researcher access to prediction market and crypto derivatives data.
Written by Convex Lake Research Team#partnership#academic-research#cmf#quant-finance#education
·8 min readEducationPrediction Market and Crypto Options Data Providers Compared: Tardis, Amberdata, Lychee, PolymarketData, CoinAPI
How Tardis.dev, Amberdata, Lychee, PolymarketData.co and CoinAPI actually compare on coverage, pricing and access — and why none of them cover both prediction markets and crypto derivatives.
Written by Convex Lake Research Team#data-providers#comparison#prediction-markets#crypto-options#quant
·12 min readEducationPrediction Market Research, 2024–2026: What 12 New Academic Papers Found About Liquidity, Arbitrage and Accuracy
A survey of 12 academic papers (2024–2026) on prediction market liquidity, market making, arbitrage, calibration and manipulation, with links to every primary source.
Written by Convex Lake Research#research#academic-papers#liquidity#arbitrage#calibration
·9 min readGuidesDeribit Historical Options Data: A Quant's Guide to Trades, Greeks & Volatility Surface
Where to get Deribit historical options data: trades, full order-book Greeks, and the BTC/ETH volatility surface — schema, capture, and a source comparison.
Written by Convex Lake Research#deribit#options#greeks#volatility-surface#quant
·9 min readGuidesCrypto Options Data: A Quant's Guide to Greeks, Implied Volatility & Choosing a Provider
What crypto options data actually contains: Greeks, implied volatility, open interest and strike distribution — plus how providers differ and what it costs.
Written by Convex Lake Research#crypto-options#greeks#implied-volatility#deribit#quant
·10 min readGuidesKalshi Historical Data: A Quant's Guide to Trades, Orderbook Depth & Market History
Where to get Kalshi historical data: trades, orderbook depth and category history, plus schema, pitfalls and API access for quants.
Written by Convex Lake Research#kalshi#historical-data#orderbook#trades#quant
·6 min readAlgo hintsRebate Programs Compared: Polymarket, Kalshi, Limitless, predict.fun
A side-by-side comparison of prediction market maker rebate programs, payout mechanics, and eligibility as of mid-2026.
Written by Convex Lake Research#rebates#polymarket#kalshi#limitless#predict-fun
·10 min readGuidesPrediction Market Data: The Complete Guide to APIs, Venues, and Calibration
What prediction market data covers across Kalshi, Polymarket, Predict.fun and Limitless: APIs, orderbook and trade data, calibration and the Brier score, and the unified-API landscape.
Written by Convex Lake Research Team#prediction-markets#data#kalshi#polymarket#calibration#api
·8 min readGuidesPolymarket Historical Data: A Quant Guide to L2 Orderbook Snapshots
How to access, process, and use Polymarket historical L2 orderbook data for quantitative research on crypto prediction markets.
Written by Convex Lake Research#orderbook#polymarket#historical-data#quant