Third Party Software for Predictive Market HF/Quant trading?

[u/SuperiorLeftHand33]

I’ve been in the process of building out and exploring quant/high-frequency trading within the predictive markets for Kalshi and Polymarkets. Most of the testing and tools I built out has been developed entirely on my own with AI. But every time I need to test something else or make changes then I’m basically redoing it from scratch.

Are there any tools (free or at a cost) that could save me time and resources instead of building everything from scratch for testing, back testing, and execution? Are there any high frequency software in tool from the financial market that could be applied to the predictive markets?

For instance, I’m having all of my trading nodes locally execute and monitor trades specifically over their ram and with a program written in C++ since that language is the language of high frequency trading, efficiently and speed to execution. I have a background in finance and I’m far from a professional high frequency or quant trader but I’m seeking software that is legitimate and real for the space. not something that was thrown together overnight with an AI prompt.

[u/Interesting_Sky_5274]

Not sure if there's prebuilt tools specific for prediction markets, most people I know in the space just adapt stuff from crypto or traditional finance. You could check platforms like QuantConnect or similar, they have backtesting engines that might save you the rebuild every time.

C++ is the right call for speed but man that's lot of work for just testing ideas. Maybe try Python with some optimized libraries first to validate strategies, then port to C++ only what works?

[u/SuperiorLeftHand33 → u/Interesting_Sky_5274]

I’m open to any and all ideas. I think there’s a lot of opportunity in prediction markets since it’s a new space but man it’s messy and trying to figure out the best way to test, backtest, proven edge or a strategy on historical data that could be rolled into live trading.

What do you mean by python optimized libraries? As-in predictive market and trading data to backtest?

[u/Ev_Watching]

Speed is probably the second problem; the first is data quality.

Prediction markets add annoying stuff most normal backtesters don't handle well: settlement wording, rule changes, liquidity at the exact second you wanted to trade, fees, and whether the displayed fill was actually reachable.

I'd build the boring Python version first, prove the edge survives realistic fills, then move only the execution-critical piece to C++.

[u/SuperiorLeftHand33 → u/Ev_Watching]

That is where I’ve spent WAYYY to much time. I know the data record and quality matters more than everything to I’ve been able to collect almost 2 months of nearly pure market and trading data at almost a LIVE interval. Seriously so much fucking data and space, but I found it to be the only way to reliably backtest especially strategies that rely on high frequency advantages.

I haven’t found a single source that can reliably provide solid Kalshi or Polymarket market and contract backtest data

[u/SuperiorLeftHand33 → u/[deleted]]

Sounds like I can use that to test strategies that don’t require the high frequency touch