featured
may 2026
kalshi jump detection
Predicts short-horizon (5 to 60 minute) price moves on Kalshi prediction markets from trade-level microstructure data.
Most of the work was fighting class imbalance and lookahead: train-thresholded ternary targets, chronological splits, and a learned gate over heterogeneous experts.
pythonpytorchlightgbmpandaswriteup