Technical deep-dive on the math that extracted $39.7M from Polymarket in a year (arXiv:2508.03474): marginal polytope problem, Bregman projection for calculating optimal trades, Frank-Wolfe algorithm reducing projection to iterative linear programs, Central Limit Order Book execution realities, and why naive YES+NO=$1 arbitrage fails when markets have logical dependencies. Includes the documented top-15 wallet PnL ($51M combined).
Discovered on Twitter via @McDuckCrypt0