TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will the highest temperature in Amsterdam be 16°C on June 14?
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 · “highest · temperature · weather” (10 markets)
Top terms: highesttemperatureweatherclimate14june
- ★ Will the highest temperature in Amsterdam be 16°C on June 14?0.1¢ YES · $29.1k 24h
- Will the highest temperature in Hong Kong be 29°C on June 14?99.9¢ YES · $52.5k 24h
- Will the highest temperature in Hong Kong be 30°C on June 14?0.1¢ YES · $24.4k 24h
- Will the highest temperature in London be 17°C or below on June 14?0.1¢ YES · $25.5k 24h
- Will the highest temperature in London be 20°C on June 14?0.1¢ YES · $26.6k 24h
- Will the highest temperature in Los Angeles be 61°F or below on June 14?0.1¢ YES · $43.0k 24h
- Will the highest temperature in Mexico City be 24°C on June 14?0.1¢ YES · $28.6k 24h
- Will the highest temperature in Miami be between 90-91°F on June 14?0.1¢ YES · $30.8k 24h
- Will the highest temperature in Moscow be 17°C or below on June 14?0.1¢ YES · $29.4k 24h
- Will the highest temperature in Paris be 24°C on June 14?0.1¢ YES · $33.1k 24h
§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.
| Peer | t-stat | n | Verdict |
|---|---|---|---|
| -4.082 | 65 | ▲ cointegrated · pair candidate | |
| -3.202 | 65 | no rejection · independent | |
| -2.790 | 44 | no rejection · independent | |
| -2.721 | 65 | no rejection · independent | |
| -2.463 | 65 | no rejection · independent | |
| -2.379 | 44 | no rejection · independent | |
| -2.031 | 65 | no rejection · independent | |
| -1.183 | 44 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · highest-temperature-in-amsterdam-on-june-14-2026-16c · fresh · feed 0s old24h sparkline · 60 pts▼ —
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
116
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-highest-temperature-in-amsterdam-on-june-14-2026-16c/bundle · venue execution: polymarket →