Specialist#044

Crypto-Price Market Trading

For 'Bitcoin above $X by [date]' style markets, price the binary using the crypto options market's implied volatility and put/call skew (how expensive downside protection is versus upside bets). Those options reveal the market's true probability distribution for the price, letting you value the Polymarket binary more precisely than the crowd and trade when they disagree.

What you need to run it

Deribit/CME options data for BTC/ETH
Black-Scholes (or model-free) probability calculator
Risk limits to avoid correlated blowups on crypto crashes

Where this applies

Markets on Polymarket where crypto-price market trading is the natural play:

Will Bitcoin close above $150k on December 31, 2026?
Will Ethereum dip below $2k at any point during 2026?
Will Solana close above $400 by December 31, 2026?

Capabilities this demands

Data ingestionModel / quantDomain knowledge

At a glance

CategorySpecialist

Requirements3

CapabilitiesData ingestion, Model / quant, Domain knowledge

VenuePolymarket (CLOB, Polygon)

Build it

Related specialist strategies

This is documentation, not advice. Poly Research & Robotics publishes how these strategies work because the method should be checkable — not as a recommendation to trade them. See the full strategy database (147 strategies) or the data resources directory.