Mentions & Social · Market Making#278

Speech-Window Quoting

A mention market has a completely known risk schedule: nothing can resolve it until the speech starts, and then it can resolve in a single second. That makes the quoting posture unusually clean — quote both sides through the days beforehand, when the only movement is speculation, and go entirely flat the moment the audio begins. Quoting live during a speech means being picked off by whoever has the faster feed, which is a race you will not win.

What you need to run it

Appearance calendar with confirmed start times for every market you quote
Fair value anchored to a base-rate model rather than to recent order flow
Automated flatten at speech start, with no manual override

Where this applies

Markets on Polymarket where speech-window quoting is the natural play:

Will the president say 'inflation' during the State of the Union?
Will the CEO mention AI on the next earnings call?
Will the candidate say 'healthcare' during the debate?

Capabilities this demands

PatienceCustom code / APIRisk management

At a glance

CategoryMarket Making

MarketMentions & Social

Requirements3

CapabilitiesPatience, Custom code / API, Risk management

VenuePolymarket (CLOB, Polygon)

Build it

Related mentions & social 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 (297 strategies) or the data resources directory.