Correlation

Layer 2 — Wallet

Correlation and Portfolio Theory for Multi-Market Agents: Markowitz Optimization for Betting Portfolios

How autonomous agents apply Markowitz mean-variance optimization to prediction market and sports betting portfolios. Build covariance matrices, compute efficient frontiers, and set position limits based on correlation structure.

Read → Layer 4 — Intelligence

Correlation Risk in Parlays and Multi-Leg Bets: When 'Independent' Events Aren't

The math of correlated parlays — why sportsbooks price legs as independent, how to measure correlation from historical data, and how agents exploit SGP mispricing for +EV multi-leg bets.

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