TF-IDF basket · Engle-Granger pairs · Polymarket
Related to Will Revolut have the highest IPO Market Cap 2026?
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 · “tech · business · ai” (9 markets)
Top terms: techbusinessaibestmodelend
- Will Anthropic have the best AI model at the end of June 2026?94.8¢ YES · $56.0k 24h
- Will Google have the best AI model at the end of June 2026?3.7¢ YES · $48.9k 24h
- Will Meta have the best AI model at the end of June 2026?0.1¢ YES · $27.4k 24h
- Will Mistral have the best AI model at the end of July 2026?0.1¢ YES · $20.5k 24h
- Will NVIDIA be the largest company in the world by market cap on June 30?97.7¢ YES · $24.8k 24h
- Will OpenAI have the best AI model at the end of June 2026?1.7¢ YES · $41.5k 24h
- ★ Will Revolut have the highest IPO Market Cap 2026?0.1¢ YES · $53.1k 24h
- Will xAI have the best AI model at the end of June 2026?0.1¢ YES · $37.9k 24h
- Will Z.ai have the best AI model at the end of June 2026?0.1¢ YES · $28.4k 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 |
|---|---|---|---|
| -2.841 | 168 | no rejection · independent | |
| -2.114 | 168 | no rejection · independent | |
| -1.796 | 168 | no rejection · independent | |
| -1.589 | 168 | no rejection · independent | |
| -1.547 | 168 | no rejection · independent | |
| -1.493 | 168 | no rejection · independent | |
| -1.220 | 168 | no rejection · independent | |
| -0.170 | 168 | no rejection · independent |
▸ Advanced metrics · M2M bundle
polymarket · will-revolut-have-the-highest-ipo-market-cap-2026-963 · fresh · feed 0s old24h sparkline · 60 pts▼ —
realized vol (ann.)
2.92%
max drawdown
50.00%
sharpe
—
ulcer index
38.01%
RMS drawdown
pain index
28.90%
mean drawdown
mod. VaR 95%
0.00%
Cornish-Fisher
martin ratio
—
ret / ulcer
CDaR 95%
50.00%
cond. drawdown
gain/pain
1.00
Σgain / Σ|loss|
sterling
—
ret / CDaR
omega (θ=0)
1.00
upside/downside
roll spread
0.0 bps
implied (price-only)
bars used
1026
store
spread
—
24h Δ
—
flow lean
—
carry
flat
signalNEUTRALconfidence 20%
Same bundle via M2M API:
/api/m2m/pm-will-revolut-have-the-highest-ipo-market-cap-2026-963/bundle · venue execution: polymarket →