Quantitative#093

Gradient-Boosted Resolution Classifier

Train a tree-based machine-learning model (gradient boosting — it combines many simple decision rules into one strong predictor) on features like market category, momentum, liquidity, who created it, and historical base rates, to estimate each market's true resolution probability. You then bet across every market where the model's number beats the price by a set margin. The edge is a data-driven signal that catches nonlinear patterns and feature combinations humans overlook.

What you need to run it

  • Labeled dataset of resolved markets with rich features
  • Feature engineering + XGBoost/LightGBM training pipeline
  • Walk-forward validation and feature-stability monitoring
  • Cross-sectional portfolio construction with per-bet caps

Where this applies

Markets on Polymarket where gradient-boosted resolution classifier is the natural play:

  • Will each newly-listed altcoin price market resolve YES by year-end?
  • Will [House candidate] win their 2026 district race?
  • Will the league favorite win the next major soccer title?

Capabilities this demands

Model / quantData ingestionCustom code / APIRisk management

At a glance

CategoryQuantitative
Requirements4
CapabilitiesModel / quant, Data ingestion, Custom code / API, Risk management
VenuePolymarket (CLOB, Polygon)

Build it

Related quantitative 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.
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