Built pmwatch today -- open source anomaly detector for politically-sensitive Kalshi markets. Monitors 33 series (KXNEXTAG, KXIMPEACH, KXGREENTERRITORY, KXFED, etc.) using public API only, no auth. First run: 410 markets, 123K trades, flagged Todd Blanche for AG (KXNEXTAG-29-TBLA) at score 167 with vol z=8.7, strengthening across two consecutive hourly runs. Scorer uses volume z-score against rolling baseline, block trade ratio, and price divergence. SQLite + FastAPI + plain HTML dashboard. Repo: https://github.com/lweiss01/pmwatch Write-up: https://dev.to/lweiss01/i-built-a-prediction-market-insider-trading-detector-in-one-afternoon-because-george-santos-4dkk One thing I couldn't sort out: the SOTU attendance markets (where Santos traded) appear to have been structured as multivariate markets and don't surface through the standard historical search. Anyone know if there's a better way to query those?
Built pmwatch today -- open source anomaly detector for politically-sensitive Kalshi markets. Monitors 33 series (KXNEXTAG, KXIMPEACH, KXGREENTERRITORY, KXFED, etc.) using public API only, no auth. First run: 410 markets, 123K trades, flagged Todd Blanche for AG (KXNEXTAG-29-TBLA) at score 167 with vol z=8.7, strengthening across two consecutive hourly runs. Scorer uses volume z-score against rolling baseline, block trade ratio, and price divergence. SQLite + FastAPI + plain HTML dashboard. Repo: https://github.com/lweiss01/pmwatch Write-up: https://dev.to/lweiss01/i-built-a-prediction-market-insider-trading-detector-in-one-afternoon-because-george-santos-4dkk One thing I couldn't sort out: the SOTU attendance markets (where Santos traded) appear to have been structured as multivariate markets and don't surface through the standard historical search. Anyone know if there's a better way to query those?