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How to Spot Arbitrage Opportunities in Prediction Markets

When the same event is priced differently across platforms, there's a risk-free profit opportunity. Here's how to find and evaluate them.

Arbitrage occurs when the same event is priced differently across two or more platforms, creating an opportunity to profit regardless of the outcome. In prediction markets, these mispricings happen regularly because each platform has its own pool of traders.

A Simple Example

Suppose Platform A prices "Will the Fed cut rates in June?" at Yes: 40¢, while Platform B prices the same question at No: 55¢ (implying Yes at 45¢). If you buy "Yes" on Platform A at 40¢ and "No" on Platform B at 55¢, you've spent 95¢ total and are guaranteed to receive $1 — a 5¢ profit regardless of outcome.

Finding Arbitrage with Evens

Our arbitrage scanner automatically compares prices across providers for matched markets. When the combined cost of covering all outcomes drops below $1 (minus fees), we flag it as a potential opportunity.

Key factors to evaluate:

  • Fee structure — each platform charges different fees that eat into margins
  • Liquidity depth — enough volume on both sides to execute at the displayed price
  • Settlement rules — ensure both platforms resolve the same underlying question identically
  • Timing — mispricings can close quickly as other traders notice them

Pro Tip

The best arbitrage opportunities often appear around breaking news events, when one platform's prices update faster than another's. The Evens Arbitrage Scanner highlights these in real time for Pro subscribers.

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