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alpha-decay

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Farxida / prediction-market-ml

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End-to-end ML system for prediction market trading — 521K markets, 78 features, 7 model architectures, walk-forward validation, live VPS A/B across 7 configs. Honest research-stop on alpha decay (NO-GO verdict). AFML methodology: Purged K-Fold, Deflated Sharpe Ratio, meta-labeling, focal loss.

data-science machine-learning time-series pytorch lightgbm ab-testing quantitative-finance prediction-markets backtesting kelly-criterion paper-trading mlops finbert alpha-decay meta-labeling deflated-sharpe-ratio polymarket walk-forward-validation purged-kfold
  • Updated Apr 28, 2026
  • Python

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