TF-IDF basket · Engle-Granger pairs · Polymarket

Related to Nottingham Open: Karolina Pliskova vs Marie Bouzkova

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 · emma” (2 markets)

Top terms: nottinghamopenemmanavarroviktorijagolubic

Nottingham Open: Emma Navarro vs Viktorija Golubic69.5¢ YES · $153.7k 24h
★ Nottingham Open: Karolina Pliskova vs Marie Bouzkova41.5¢ YES · $394.1k 24h

§2 · Engle-Granger cointegration screen (0 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.

Not enough history to test pairs (minimum 24 aligned points required).

▸ Advanced metrics · M2M bundle

polymarket · wta-pliskov-bouzkov-2026-06-20 · fresh · feed 5s old

24h sparkline · 60 pts▼ —

realized vol (ann.)

287.12%

max drawdown

16.16%

sharpe

—

ulcer index

4.42%

RMS drawdown

pain index

3.78%

mean drawdown

mod. VaR 95%

0.00%

Cornish-Fisher

martin ratio

—

ret / ulcer

CDaR 95%

10.36%

cond. drawdown

gain/pain

0.38

Σgain / Σ|loss|

sterling

—

ret / CDaR

omega (θ=0)

0.38

upside/downside

roll spread

4.2 bps

implied (price-only)

bars used

797

store

spread

—

24h Δ

—

flow lean

—

carry

flat

signalNEUTRALconfidence 20%

Same bundle via M2M API: /api/m2m/pm-wta-pliskov-bouzkov-2026-06-20/bundle · venue execution: polymarket →