TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Nottingham Open: Viktorija Golubic vs Zeynep Sonmez

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 · “nottingham · open · pliskova” (2 markets)

Top terms: nottinghamopenpliskovacatymcnallyviktorija

★ Nottingham Open: Viktorija Golubic vs Zeynep Sonmez100.0¢ YES · $978.1k 24h
Nottingham Open: Karolina Pliskova vs Caty McNally100.0¢ YES · $343.6k 24h

§2 · Engle-Granger cointegration screen (1 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
Nottingham Open: Karolina Pliskova vs Caty McNally	-3.244	31	no rejection · independent

▸ Advanced metrics · M2M bundle

polymarket · wta-golubic-sonmez-2026-06-18 · fresh · feed 9s old

24h sparkline · 60 pts▼ —

realized vol (ann.)

4213.81%

max drawdown

74.83%

sharpe

—

ulcer index

27.83%

RMS drawdown

pain index

19.72%

mean drawdown

mod. VaR 95%

0.00%

Cornish-Fisher

martin ratio

—

ret / ulcer

CDaR 95%

72.19%

cond. drawdown

gain/pain

1.48

Σgain / Σ|loss|

sterling

—

ret / CDaR

omega (θ=0)

1.48

upside/downside

roll spread

44.9 bps

implied (price-only)

bars used

558

store

spread

—

24h Δ

—

flow lean

—

carry

flat

signalNEUTRALconfidence 20%

Same bundle via M2M API: /api/m2m/pm-wta-golubic-sonmez-2026-06-18/bundle · venue execution: polymarket →