Economics & Macro · Market Making#263

Data-Release Quote Ladder

Macro markets live on a public calendar: the number drops at 8:30am ET and everything else is waiting. That structure makes the quoting plan mechanical — earn the spread across the quiet days, step the spread wider as the release approaches, and go flat entirely for the print. The traders who lose money here are the ones still quoting tight at 8:29, filling everyone who is faster on the number.

What you need to run it

Economic release calendar with exact publication times per series
Automated spread widening on a schedule, then full withdrawal before the print
Post-release fair-value update before quotes are allowed to resume

Where this applies

Markets on Polymarket where data-release quote ladder is the natural play:

Will the next CPI print come in below 3.0%?
Will the unemployment rate exceed 4.5% in the next report?
Will the Fed cut rates at the next meeting?

Capabilities this demands

PatienceCustom code / APIRisk management

At a glance

CategoryMarket Making

MarketEconomics & Macro

Requirements3

CapabilitiesPatience, Custom code / API, Risk management

VenuePolymarket (CLOB, Polygon)

Build it

Related economics & macro strategies

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