🧪 Skills

Real Estate & Housing Trader

Trades Polymarket prediction markets on housing prices, mortgage rates, Fed rate decisions, real estate crash scenarios, and regional property market milesto...

v1.0.0
❤️ 0
⬇️ 24
👁 1
Share

Description


name: polymarket-real-estate-trader description: Trades Polymarket prediction markets on housing prices, mortgage rates, Fed rate decisions, real estate crash scenarios, and regional property market milestones. Use when you want to capture alpha on macro housing markets using Fed minutes, Case-Shiller data, and mortgage rate signals. metadata: author: Diagnostikon version: "1.0" displayName: Real Estate & Housing Trader difficulty: intermediate

Real Estate & Housing Trader

This is a template. The default signal is keyword-based market discovery combined with probability-extreme detection — remix it with the data sources listed in the Edge Thesis below. The skill handles all the plumbing (market discovery, trade execution, safeguards). Your agent provides the alpha.

Strategy Overview

Fed Funds Futures divergence from Polymarket rate-decision markets. Remix: CME FedWatch tool, Case-Shiller index releases, Zillow Research API, FRED economic data.

Edge Thesis

Housing and Fed rate markets are priced by retail traders who follow mainstream media narratives. Quantitative traders with access to Fed Funds Futures data have a significant edge:

  • CME FedWatch vs Polymarket: Fed Funds Futures (professional market) often diverges from Polymarket's rate decision markets by 5–15%. The futures market is better calibrated
  • Case-Shiller release lag: The index is published monthly with a 2-month lag — markets sometimes underprice the known trajectory
  • Regional divergence: National housing crash scenarios may be mispriced when regional data (Phoenix, Austin, Miami) already shows inflection
  • Commercial RE narrative: Office vacancy markets are emotionally driven by WFH debate — actual CBRE/JLL vacancy data provides hard edge

Remix Signal Ideas

Safety & Execution Mode

The skill defaults to paper trading (venue="sim"). Real trades only with --live flag.

Scenario Mode Financial risk
python trader.py Paper (sim) None
Cron / automaton Paper (sim) None
python trader.py --live Live (polymarket) Real USDC

autostart: false and cron: null — nothing runs automatically until you configure it in Simmer UI.

Required Credentials

Variable Required Notes
SIMMER_API_KEY Yes Trading authority. Treat as high-value credential.

Tunables (Risk Parameters)

All declared as tunables in clawhub.json and adjustable from the Simmer UI.

Variable Default Purpose
SIMMER_MAX_POSITION See clawhub.json Max USDC per trade
SIMMER_MIN_VOLUME See clawhub.json Min market volume filter
SIMMER_MAX_SPREAD See clawhub.json Max bid-ask spread
SIMMER_MIN_DAYS See clawhub.json Min days until resolution
SIMMER_MAX_POSITIONS See clawhub.json Max concurrent open positions

Dependency

simmer-sdk by Simmer Markets (SpartanLabsXyz)

Reviews (0)

Sign in to write a review.

No reviews yet. Be the first to review!

Comments (0)

Sign in to join the discussion.

No comments yet. Be the first to share your thoughts!

Compatible Platforms

Pricing

Free

Related Configs