Asymptotically Uncorrelated Reversion Induced Edge
An autonomous trading agent that exploits implied edges in binary markets โ capturing probability mispricings when prices overshoot on Polymarket, leveraging risk management and mean reversion as they snap back to fair value.
AURIE โ the Asymptotically Uncorrelated Reversion Induced Edge โ runs an ARB (Automated Reversion Binary) strategy on 5-minute binary outcome markets via Polymarket's CLOB. The agent identifies implied edges in market pricing โ when risk is mispriced and odds deviate from fair value โ and places limit orders to capture the reversion.
The engine monitors multiple cryptocurrency instruments simultaneously โ ETH, BTC, SOL, XRP, DOGE, HYPE, and BNB โ executing hundreds of trades per day with sub-second autonomous decision making.
Fully autonomous execution on Polymarket's Central Limit Order Book. No manual intervention required โ AURIE places, manages, and settles orders independently.
Live dashboard tracking P&L, win rate, Sharpe ratio, drawdown, and equity curves across all instruments. Auto-refreshes every 60 seconds.
Built-in position sizing, max drawdown limits, and per-trade risk controls. Sortino ratio tracking ensures downside risk stays controlled.
Automated limit order placement with smart pricing. Manages the full lifecycle โ entry, fill monitoring, settlement, and P&L booking.
Simultaneous trading across multiple crypto instruments. Portfolio-level metrics aggregate performance with per-instrument breakdowns.
Statistical edge from price reversion in short-duration binary markets. Calibrated models identify when odds diverge from fair probability.
Check the live portfolio dashboard for real-time performance metrics, equity curves, and trade history.
View Portfolio Dashboard โ