Kalshi F1 Teammate Anti-Correlation Trader
This is a template. The default signal uses static dominance ratios -- remix it with live head-to-head qualifying/race data for dynamic dominance estimation. The skill handles all the plumbing (market discovery, trade execution, safeguards). Your agent provides the alpha.
Strategy Overview
F1 teammates share the same car, meaning their championship probabilities are structurally anti-correlated. If Verstappen's probability rises, Lawson's should fall (they share Red Bull's probability budget). Markets are slow to adjust both sides of teammate pairs simultaneously, creating exploitable relative mispricings.
Key advantages:
- Structural constraint -- teammate probabilities must sum to roughly the team's total share
- Dominance ratios are stable -- intra-team hierarchy rarely changes mid-season
- Markets adjust asymmetrically -- one driver's price moves but teammate's lags
- Pairs trading -- natural hedge structure reduces directional risk
Signal Logic
Teammate Anti-Correlation Model
- Define teammate pairs (same constructor)
- Set dominance ratios (who captures what % of team total)
- For each pair, sum their market prices = team_total
- Compute fair split:
fair_A = team_total * dominance,fair_B = team_total * (1-dominance) - Trade when |fair - market| >= entry_edge for either driver
Teammate Pairs (2025)
| Pair | Constructor | Dominance | Team Total |
|---|---|---|---|
| Verstappen / Lawson | Red Bull | 85%/15% | ~36% |
| Leclerc / Hamilton | Ferrari | 50%/50% | ~20% |
| Russell / Antonelli | Mercedes | 70%/30% | ~8% |
| Piastri / Norris | McLaren | 40%/60% | ~36% |
Conviction-Based Sizing
conviction = min(|edge| / entry_edge, 2.0) / 2.0size = max($1.00, conviction * MAX_POSITION_USD)- Larger edge = larger position, capped at MAX_POSITION_USD
Risk Parameters
| Parameter | Default | Notes |
|---|---|---|
| Entry edge | 8% | Min fair-vs-market divergence to trade |
| Exit threshold | 45% | Sell when position price reaches this |
| Max position size | $5.00 USDC | Per market |
| Max trades per run | 4 | Rate limiting |
| Max slippage | 15% | Skip if slippage exceeds |
| Min liquidity | $0 | Disabled by default |
Installation & Setup
clawhub install kalshi-f1-teammate-anti-trader
Requires: SIMMER_API_KEY and SOLANA_PRIVATE_KEY environment variables.
Cron Schedule
Cron is set to null -- the skill does not run on a schedule until you configure it in the Simmer UI.
Safety & Execution Mode
The skill defaults to dry-run mode. Real trades only execute when --live is passed explicitly.
| Scenario | Mode | Financial risk |
|---|---|---|
python trader.py | Dry run | None |
| Cron / automaton | Dry run | None |
python trader.py --live | Live (Kalshi via DFlow) | Real USDC |
Required Credentials
| Variable | Required | Notes |
|---|---|---|
SIMMER_API_KEY | Yes | Trading authority. Treat as a high-value credential. |
SOLANA_PRIVATE_KEY | Yes | Base58-encoded Solana private key for live trading. |
Tunables (Risk Parameters)
| Variable | Default | Purpose |
|---|---|---|
SIMMER_F1_TEAM_ENTRY_EDGE | 0.08 | Min divergence to trigger trade |
SIMMER_F1_TEAM_EXIT_THRESHOLD | 0.45 | Sell position when price reaches this level |
SIMMER_F1_TEAM_MAX_POSITION_USD | 5.00 | Max USDC per trade |
SIMMER_F1_TEAM_MAX_TRADES_PER_RUN | 4 | Max trades per execution cycle |
SIMMER_F1_TEAM_SLIPPAGE_MAX | 0.15 | Max slippage before skipping trade |
SIMMER_F1_TEAM_MIN_LIQUIDITY | 0 | Min market liquidity USD (0 = disabled) |
Dependency
simmer-sdk is published on PyPI by Simmer Markets.
- PyPI: https://pypi.org/project/simmer-sdk/
- GitHub: https://github.com/SpartanLabsXyz/simmer-sdk
- Publisher: hello@simmer.markets