TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Will Canada win on 2026-06-18?

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 · “canada · qatar · markets” (11 markets)

Top terms: canadaqatarmarketsbothteamsspread

§2 · Engle-Granger cointegration screen (8 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.

Peert-statnVerdict
Spread: Canada (-3.5)-5.027137▲ cointegrated · pair candidate
Will Canada vs. Qatar end in a draw?-4.545169▲ cointegrated · pair candidate
Canada vs. Qatar: O/U 2.5-4.331169▲ cointegrated · pair candidate
Canada vs. Qatar: O/U 5.5-4.262169▲ cointegrated · pair candidate
Will Qatar win on 2026-06-18?-4.122169▲ cointegrated · pair candidate
Canada vs. Qatar: O/U 1.5-4.084169▲ cointegrated · pair candidate
Spread: Canada (-1.5)-3.632169▲ cointegrated · pair candidate
Canada vs. Qatar: Both Teams to Score-3.511169▲ cointegrated · pair candidate

▸ Advanced metrics · M2M bundle

polymarket · fifwc-can-qat-2026-06-18-can · fresh · feed 14s old
24h sparkline · 60 pts▲ 0.00%
realized vol (ann.)
0.00%
max drawdown
0.00%
sharpe
—
ulcer index
0.00%
RMS drawdown
pain index
0.00%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
0.00%
cond. drawdown
gain/pain
—
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.00
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
2000
store
spread
—
24h Δ
0.00%
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-fifwc-can-qat-2026-06-18-can/bundle · venue execution: polymarket →