TF-IDF basket · Engle-Granger pairs · Polymarket
Related to ICC T20 World Cup, Women: Bangladesh vs Netherlands
Markets in the same TF-IDF topic cluster, with a 7-day Engle-Granger cointegration screen against each peer. Pairs with t-statistic below −3.34 reject the null of no cointegration at the 5% level — meaning the two markets share a stationary spread useful for relative-value trades.
§1 · Topic basket · “australia · bangladesh · icc” (4 markets)
Top terms: australiabangladeshicct20womencup
- ODI Series Bangladesh vs Australia: Bangladesh vs Australia0.1¢ YES · $688.9k 24h
- ★ ICC T20 World Cup, Women: Bangladesh vs Netherlands100.0¢ YES · $203.0k 24h
- ICC T20 World Cup, Women: India vs Pakistan85.5¢ YES · $88.1k 24h
- Will Australia win the 2026 FIFA World Cup?0.4¢ YES · $7.59M 24h
§2 · Engle-Granger cointegration screen (3 pairs tested)
For each peer, 7d aligned series are regressed; the residuals are tested for a unit root (ADF). Reject H₀ (no cointegration) at 5% when t < −3.34. Cointegrated pairs share a stationary spread — candidates for pairs / basket trades.
| Peer | t-stat | n | Verdict |
|---|---|---|---|
| -5.895 | 71 | ▲ cointegrated · pair candidate | |
| -2.742 | 71 | no rejection · independent | |
| -2.690 | 71 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · crint-bgd3-nld4-2026-06-14 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
1221.42%
max drawdown
18.56%
sharpe
—
ulcer index
7.01%
RMS drawdown
pain index
4.04%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
16.76%
cond. drawdown
gain/pain
2.09
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
2.09
upside/downside
roll spread
7.4 bps
implied (price-only)
bars used
893
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-crint-bgd3-nld4-2026-06-14/bundle · venue execution: polymarket →