Kalshi Fed Futures Arb Trader

This is a template.
The default signal uses static CME FedWatch probabilities -- remix it with live FedWatch scraping, OIS curve extraction, or SOFR futures-implied paths.
The skill handles all the plumbing (market discovery, trade execution, safeguards). Your agent provides the alpha.

Strategy Overview

CME FedWatch Tool derives rate-cut probabilities from fed funds futures -- a deep, institutional market. Kalshi lists the same events as prediction markets. This skill compares the two and trades when Kalshi diverges from the futures-implied fair value.

Key advantages:

• Futures are the institutional benchmark -- deep liquidity and professional pricing
• Kalshi retail flow creates mispricing -- especially around FOMC meetings
• Multiple meetings -- signals across the entire rate path

Signal Logic

FedWatch Arbitrage Model