Active pricing divergences
Contracts where our station-calibrated ensemble probability differs from the live Polymarket order book by more than 15 percentage points.
Daily high 84°F or warmer
Southwest surface winds hold the Atlantic sea breeze at the coast through late afternoon. Central Park warms faster than regional grid averages suggest.
Why prediction markets lag the atmosphere
Atmospheric models update on strict synoptic schedules, while retail prediction markets reprice manually. That structural delay creates a 30-to-90-minute window whenever a frontal boundary shifts.
Raw synoptic and ASOS ingestion
Consumer weather apps poll regional summaries every few hours. We ingest raw 3km NOAA HRRR, ECMWF high-resolution grib files, and 5-minute airport automated sensor telemetry directly from settlement enclosures.
- Spatial resolution
- 1.5km to 3.0km grids
- Station coverage
- 140+ settlement sensors
Station microclimate calibration
Grid models average across several square miles, but contracts settle on a single thermometer or rain gauge. We correct for tarmac heat islands, marine layer penetration, and elevation bias at each exact sensor.
- Brier skill score
- 0.082 vs 0.194 baseline
- Historical training
- 30 years of METAR logs
Automated Polygon order routing
When our calibrated probability diverges from the Polymarket order book by 15 percentage points or more, the execution engine sweeps mispriced liquidity and posts resting limit orders before manual traders react.
- Order round-trip
- 84ms median latency
- Venue
- Polymarket CLOB
Anatomy of a weather trade
Replay how an early-morning marine front in New York created a 37-cent pricing dislocation on KNYC daily high contracts.
37-cent pricing gap identified
On Polymarket, the Central Park 82°F YES contract still trades at 58¢, pricing a warm afternoon that the latest radar has already ruled out. Buying NO at 42¢ captures a 37-percentage-point statistical edge.
- Market YES price
- 58¢ (implies 58%)
- Model fair value
- 21¢ (21.4%)
- Dislocation
- +37% edge on NO
- Signal generated
- Accumulate NO ≤ 44¢
Measured against physical reality
Weather contracts settle on verifiable thermometer, rain gauge, and anemometer readings. Every probability model we run is scored continuously against official station outcomes.
Lower scores indicate tighter probability calibration across 14,000 settled historical station days.
Time elapsed from new model grib ingestion to signed limit order placement on the order book.
Direct telemetry from the exact physical airport and park enclosures designated in contract rules.
Contracts resolve strictly on published government meteorological tables with zero subjective arbitration.
Receive station dispatches when spreads open
Our Telegram feed posts automated alerts whenever a new NOAA, ECMWF, or UK Met Office run creates a 15-point or greater pricing gap on Polymarket, along with daily morning synoptic summaries and official settlement confirmations.