TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will Avigdor Lieberman be the next Prime Minister of Israel?
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 · “prime · minister · israel” (13 markets)
Top terms: primeministerisraelpoliticsethiopiaavigdor
- ★ Will Avigdor Lieberman be the next Prime Minister of Israel?4.2¢ YES · $55.4k 24h
- Will Benjamin Netanyahu be the next Prime Minister of Israel?30.0¢ YES · $222.2k 24h
- Will Benny Gantz be the next Prime Minister of Israel?0.4¢ YES · $29.5k 24h
- Will Berhanu Nega be the next Prime Minister of Ethiopia?0.7¢ YES · $3.46M 24h
- Will Demeke Mekonnen be the next Prime Minister of Ethiopia?0.5¢ YES · $538.2k 24h
- Will Eugen Tomac be the next Prime Minister of Romania?1.1¢ YES · $41.5k 24h
- Will Gedion Timothewos be the next Prime Minister of Ethiopia?0.2¢ YES · $164.2k 24h
- Will Gilad Erdan be the next Prime Minister of Israel?0.6¢ YES · $37.9k 24h
- Will Itamar Ben Gvir be the next Prime Minister of Israel?0.9¢ YES · $46.4k 24h
- Will Nir Barkat be the next Prime Minister of Israel?0.4¢ YES · $25.6k 24h
- Will Shimelis Abdisa be the next Prime Minister of Ethiopia?2.1¢ YES · $148.4k 24h
- Will Yoaz Hendel be the next Prime Minister of Israel?0.3¢ YES · $23.6k 24h
- Will Yossi Cohen be the next Prime Minister of Israel?0.4¢ YES · $42.7k 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 |
|---|---|---|---|
| -5.528 | 169 | ▲ cointegrated · pair candidate | |
| -4.418 | 169 | ▲ cointegrated · pair candidate | |
| -4.125 | 169 | ▲ cointegrated · pair candidate | |
| -4.069 | 169 | ▲ cointegrated · pair candidate | |
| -3.562 | 169 | ▲ cointegrated · pair candidate | |
| -3.323 | 118 | no rejection · independent | |
| -2.836 | 169 | no rejection · independent | |
| -2.799 | 169 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · will-avigdor-lieberman-be-the-next-prime-minister-of-israel · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
46.17%
max drawdown
4.05%
sharpe
—
ulcer index
2.99%
RMS drawdown
pain index
2.20%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
4.05%
cond. drawdown
gain/pain
4.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
4.00
upside/downside
roll spread
13.6 bps
implied (price-only)
bars used
184
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-will-avigdor-lieberman-be-the-next-prime-minister-of-israel/bundle · venue execution: polymarket →