Crypto Price Lag Signals: Turning Macro into Kalshi Profits
The Lag
Kalshi crypto-event markets (e.g., "will BTC close above $X") reprice slower than spot. A log-normal model of spot vs the contract mid reveals the gap.
The Signal
Crypto Price Lag fires when model-implied probability diverges from the Kalshi mid by more than a threshold — the algorithm hasn't caught up yet.
FAQ
Which coins? BTC, ETH, SOL, XRP via CoinGecko spot feeds.
