50个AI代理协同预测市场,靠概率融合与套利获利
PolySwarm: A Multi-Agent Large Language Model Framework for Prediction Market Trading and Latency Arbitrage
- 用50个不同风格的AI代理同时评估市场,融合概率做决策
- 在Polymarket上概率预测准确率超过单模型,且风险可控
- 适合量化交易、算法套利研究者,也警示幻觉与监管风险
本文提出PolySwarm,一种用于去中心化平台(如Polymarket)实时预测市场交易与延迟套利的多智能体大语言模型框架。该系统部署50个多样化的LLM角色,同步评估二元结果市场,通过置信度加权贝叶斯组合聚合个体概率估计,并融合市场隐含概率,采用四分之一凯利法则进行风险控制下的仓位管理。系统内置信息论分析引擎,利用KL散度与JS散度检测跨市场效率缺陷及否定对错价。延迟套利模块通过对数正态定价模型推导中心化交易所(CEX)隐含概率,在人类反应时间窗口内执行交易。我们提供了完整架构描述、实现细节及评估方法,使用布里尔分数、校准分析和对数损失指标,对比人类超预测者表现。实验表明,群体聚合在概率校准上持续优于单模型基线。同时讨论了代理池中的幻觉、大规模计算成本、监管风险与反馈环风险等开放挑战,并提出五个未来研究优先方向。
原文摘要 · Abstract (English)
This paper presents PolySwarm, a novel multi-agent large language model (LLM) framework designed for real-time prediction market trading and latency arbitrage on decentralized platforms such as Polymarket. PolySwarm deploys a swarm of 50 diverse LLM personas that concurrently evaluate binary outcome markets, aggregating individual probability estimates through confidence-weighted Bayesian combination of swarm consensus with market-implied probabilities, and applying quarter-Kelly position sizing for risk-controlled execution. The system incorporates an information-theoretic market analysis engine using Kullback-Leibler (KL) divergence and Jensen-Shannon (JS) divergence to detect cross-market inefficiencies and negation pair mispricings. A latency arbitrage module exploits stale Polymarket prices by deriving CEX-implied probabilities from a log-normal pricing model and executing trades within the human reaction-time window. We provide a full architectural description, implementation details, and evaluation methodology using Brier scores, calibration analysis, and log-loss metrics benchmarked against human superforecaster performance. We further discuss open challenges including hallucination in agent pools, computational cost at scale, regulatory exposure, and feedback-loop risk, and outline five priority directions for future research. Experimental results demonstrate that swarm aggregation consistently outperforms single-model baselines in probability calibration on Polymarket prediction tasks.
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