TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Grass Court Championships, Qualification: Diane Parry vs Ella Seidel

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 · “grass · court · championships” (5 markets)

Top terms: grasscourtchampionshipsqualificationtessabrockmann

Grass Court Championships, Qualification: Tessa Brockmann vs Alycia Parks76.5¢ YES · $53.0k 24h
Grass Court Championships, Qualification: Suzan Lamens vs Dalma Galfi69.5¢ YES · $78.6k 24h
★ Grass Court Championships, Qualification: Diane Parry vs Ella Seidel91.5¢ YES · $145.9k 24h
Grass Court Championships, Qualification: Katerina Siniakova vs Yue Yuan85.5¢ YES · $29.6k 24h
Grass Court Championships, Qualification: Lulu Sun vs Anhelina Kalinina12.5¢ YES · $41.1k 24h

§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.

Peer	t-stat	n	Verdict
Grass Court Championships, Qualification: Lulu Sun vs Anhelina Kalinina	-2.867	32	no rejection · independent
Grass Court Championships, Qualification: Katerina Siniakova vs Yue Yuan	-0.234	32	no rejection · independent
Grass Court Championships, Qualification: Tessa Brockmann vs Alycia Parks	-0.231	32	no rejection · independent

▸ Advanced metrics · M2M bundle

polymarket · wta-parry-seidel-2026-06-13 · fresh · feed 0s old

24h sparkline · 60 pts▼ —

realized vol (ann.)

587.71%

max drawdown

6.20%

sharpe

—

ulcer index

2.12%

RMS drawdown

pain index

1.51%

mean drawdown

mod. VaR 95%

0.00%

Cornish-Fisher

martin ratio

—

ret / ulcer

CDaR 95%

4.89%

cond. drawdown

gain/pain

2.81

Σgain / Σ|loss|

sterling

—

ret / CDaR

omega (θ=0)

2.81

upside/downside

roll spread

4.5 bps

implied (price-only)

bars used

1602

store

spread

—

24h Δ

—

flow lean

—

carry

flat

signalNEUTRALconfidence 20%

Same bundle via M2M API: /api/m2m/pm-wta-parry-seidel-2026-06-13/bundle · venue execution: polymarket →