Central Bank & Monetary Policy Trader

Trades Polymarket prediction markets on central bank decisions, interest rates, inflation prints, and Fed/ECB/Riksbank policy moves.

Security Scan

The skill's code, metadata, and runtime instructions are consistent with its stated purpose (trading Polymarket markets) and only request the single Simmer API key needed to operate.

Purpose & Capability

Name, description, SKILL.md, clawhub.json and trader.py all align: the skill discovers markets and places trades via the Simmer SDK; required credential (SIMMER_API_KEY) is appropriate for that purpose.

Instruction Scope

Runtime instructions keep scope to trading-related actions. The SKILL.md and trader.py default to paper trading and require an explicit --live flag for real trades. There are no instructions to read unrelated system files or exfiltrate data.

Install Mechanism

No installer or arbitrary downloads in the bundle. clawhub.json lists a pip dependency on 'simmer-sdk' (PyPI/GitHub links in SKILL.md). Using a PyPI package is expected for this use case but carries moderate trust risk: users should verify the simmer-sdk source and contents before installing.

Credentials

Only SIMMER_API_KEY is required. That credential is directly relevant and expected for a trading client. Tunables are non-secret environment variables. No unrelated secrets or system config paths are requested.

Persistence & Privilege

autostart is false and always is not set. The automaton entrypoint is provided but nothing runs automatically by default. The skill does not request elevated system persistence or modify other skills' configs.

Assessment

This skill appears coherent and limited to trading Polymarket via the Simmer SDK. Before installing: (1) keep it in paper mode until you trust behavior; real trades require running with --live and exposing your SIMMER_API_KEY, which is high-value—treat it like a banking credential and restrict its scope where possible; (2) inspect or verify the simmer-sdk PyPI/GitHub project (third‑party package risk) before installing; (3) review tunables and limits (max position, max positions) to avoid unintended large exposures; and (4) consider running the code in an isolated environment and auditing network activity if you plan to use live funds.

Central bank decisions move prediction markets faster than almost any other category — but Polymarket consistently lags interest rate futures by 15–45 minutes after FOMC statements. This skill exploits that lag.

Out of the box it scans for monetary policy markets and trades probability extremes. The real edge comes from wiring in the CME FedWatch API: when futures odds diverge >10% from the Polymarket YES price, the futures market has an essentially perfect track record of being right. The skill is structured so you can drop that signal into compute_signal() in about 20 lines.

Strategy Overview

Yield curve inversion depth + CME FedWatch futures divergence from market probability.

Edge Thesis

Prediction markets are slower than interest rate futures to reprice after FOMC statements. The CME FedWatch tool shows real-money futures probabilities that systematically lead Polymarket by 15–45 minutes after Fed speak. Key edge pattern: compare FedWatch probability for next meeting vs Polymarket YES price — when divergence > 10%, the futures market is almost always right.

Remix Signal Ideas

• CME FedWatch Tool API: https://www.cmegroup.com/markets/interest-rates/cme-fedwatch-tool.html — Real-money futures odds for each FOMC meeting outcome
• FRED API (St. Louis Fed): https://fred.stlouisfed.org/docs/api/fred/ — CPI, PCE, unemployment, yield spreads — all free
• BLS CPI release calendar: https://www.bls.gov/schedule/news_release/cpi.htm — Trade the 15-minute window before/after CPI prints

Safety & Execution Mode

The skill defaults to paper trading (venue="sim"). Real trades only with --live flag.

Scenario	Mode	Financial risk
python trader.py	Paper (sim)	None
Cron / automaton	Paper (sim)	None
python trader.py --live	Live (polymarket)	Real USDC

autostart: false and cron: null — nothing runs automatically until you configure it in Simmer UI.

Required Credentials

Variable	Required	Notes
SIMMER_API_KEY	Yes	Trading authority. Treat as high-value credential.

Tunables (Risk Parameters)

All declared as tunables in clawhub.json and adjustable from the Simmer UI.

Variable	Default	Purpose
SIMMER_MAX_POSITION	See clawhub.json	Max USDC per trade
SIMMER_MIN_VOLUME	See clawhub.json	Min market volume filter
SIMMER_MAX_SPREAD	See clawhub.json	Max bid-ask spread
SIMMER_MIN_DAYS	See clawhub.json	Min days until resolution
SIMMER_MAX_POSITIONS	See clawhub.json	Max concurrent open positions

Dependency

simmer-sdk by Simmer Markets (SpartanLabsXyz)

• PyPI: https://pypi.org/project/simmer-sdk/
• GitHub: https://github.com/SpartanLabsXyz/simmer-sdk