\r \r

Kalshi Economic Nowcast Trader\r

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This is a template. \r The default signal uses the Cleveland Fed CPI Nowcast point estimate and standard deviation to price CPI bins -- remix it with real-time nowcast scraping, multiple nowcast sources, or Bayesian updating as data arrives. \r The skill handles all the plumbing (market discovery, trade execution, safeguards). Your agent provides the alpha.\r \r

Strategy Overview\r

\r Kalshi lists CPI bin markets ("Will CPI be between 0.2% and 0.3%?"). This skill prices each bin using the Cleveland Fed's CPI Nowcast as the mean of a normal distribution, then trades when the market price diverges from the model probability.\r \r Key advantages:\r

• Cleveland Fed Nowcast is free and public -- updated regularly with high accuracy\r
• Normal distribution is well-calibrated for CPI -- historically fits actual outcomes\r
• Multiple bins per release -- diversified signal across the distribution\r \r

Signal Logic\r

\r

Nowcast-to-Bin Model\r

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1. Load Cleveland Fed CPI Nowcast estimate and standard deviation\r
2. Compute P(CPI in [low, high]) = Phi(z_high) - Phi(z_low) for each bin\r
3. Compare model probability to Kalshi market price\r
4. Trade when |model - market| >= entry_edge\r \r

Example (with defaults: estimate=0.3%, stddev=0.15%)\r

\r | Bin | Model P | Market P | Edge | Action |\r |-----|---------|----------|------|--------|\r | 0.1%-0.2% | 9.2% | 15% | -5.8% | Hold |\r | 0.2%-0.3% | 34.1% | 20% | +14.1% | BUY YES |\r | 0.4%-0.5% | 9.2% | 22% | -12.8% | BUY NO |\r \r

Remix Ideas\r

\r

• Live nowcast scraper: Auto-refresh from Cleveland Fed website\r
• Multi-source ensemble: Average Cleveland Fed, NY Fed, and Atlanta Fed nowcasts\r
• Bayesian updates: Incorporate PPI, import prices, and other leading indicators\r
• Volatility scaling: Widen stddev near data release dates\r \r

Risk Parameters\r

\r | Parameter | Default | Notes |\r |-----------|---------|-------|\r | Entry edge | 10% | Min model-vs-market divergence to trade |\r | Exit threshold | 45% | Sell when position price reaches this |\r | Max position size | $5.00 USDC | Per market |\r | Max trades per run | 3 | Rate limiting |\r | Max slippage | 15% | Skip if slippage exceeds |\r | Min liquidity | $0 | Disabled by default |\r \r

Installation & Setup\r

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clawhub install kalshi-econ-nowcast-trader\r
```\r
\r
Requires: `SIMMER_API_KEY` and `SOLANA_PRIVATE_KEY` environment variables.\r
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## Cron Schedule\r
\r
Cron is set to `null` -- the skill does not run on a schedule until you configure it in the Simmer UI.\r
\r
## Safety & Execution Mode\r
\r
**The skill defaults to dry-run mode. Real trades only execute when `--live` is passed explicitly.**\r
\r
| Scenario | Mode | Financial risk |\r
|----------|------|----------------|\r
| `python trader.py` | Dry run | None |\r
| Cron / automaton | Dry run | None |\r
| `python trader.py --live` | Live (Kalshi via DFlow) | Real USDC |\r
\r
The automaton cron is set to `null` -- it does not run on a schedule until you configure it in the Simmer UI. `autostart: false` means it won't start automatically on install.\r
\r
## Required Credentials\r
\r
| Variable | Required | Notes |\r
|----------|----------|-------|\r
| `SIMMER_API_KEY` | Yes | Trading authority. Treat as a high-value credential. |\r
| `SOLANA_PRIVATE_KEY` | Yes | Base58-encoded Solana private key for live trading. |\r
\r
## Tunables (Risk Parameters)\r
\r
All risk parameters are declared in `clawhub.json` as `tunables` and adjustable from the Simmer UI without code changes.\r
\r
| Variable | Default | Purpose |\r
|----------|---------|---------|\r
| `SIMMER_ECON_NOW_ENTRY_EDGE` | `0.10` | Min divergence between nowcast model and market to trigger trade |\r
| `SIMMER_ECON_NOW_EXIT_THRESHOLD` | `0.45` | Sell position when price reaches this level |\r
| `SIMMER_ECON_NOW_MAX_POSITION_USD` | `5.00` | Max USDC per trade |\r
| `SIMMER_ECON_NOW_MAX_TRADES_PER_RUN` | `3` | Max trades per execution cycle |\r
| `SIMMER_ECON_NOW_SLIPPAGE_MAX` | `0.15` | Max slippage before skipping (0.15 = 15%) |\r
| `SIMMER_ECON_NOW_MIN_LIQUIDITY` | `0` | Min market liquidity USD (0 = disabled) |\r
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## Dependency\r
\r
`simmer-sdk` is published on PyPI by Simmer Markets.\r
- PyPI: https://pypi.org/project/simmer-sdk/\r
- GitHub: https://github.com/SpartanLabsXyz/simmer-sdk\r
- Publisher: [email protected]\r
\r
Review the source before providing live credentials if you require full auditability.\r