TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Will Alphabet be the largest company in the world by market cap on June 30?

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 · “largest · company · market” (4 markets)

Top terms: largestcompanymarketcap30june

§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.

Peert-statnVerdict
Will NVIDIA be the largest company in the world by market cap on June 30?-3.293169no rejection · independent
Will Amazon be the largest company in the world by market cap on June 30?-2.981169no rejection · independent
Will Microsoft be the largest company in the world by market cap on June 30?-2.981169no rejection · independent

▸ Advanced metrics · M2M bundle

polymarket · will-alphabet-be-the-largest-company-in-the-world-by-market-cap-on-june-30 · fresh · feed 0s old
24h sparkline · 60 pts▼ —
realized vol (ann.)
25.16%
max drawdown
11.11%
sharpe
—
ulcer index
4.09%
RMS drawdown
pain index
2.63%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
8.35%
cond. drawdown
gain/pain
2.55
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
2.55
upside/downside
roll spread
4.0 bps
implied (price-only)
bars used
1585
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API: /api/m2m/pm-will-alphabet-be-the-largest-company-in-the-world-by-market-cap-on-june-30/bundle · venue execution: polymarket →