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关注Kalshi事件已经有一段时间了，感觉很多高交易量的合约，尤其是在CPI或美联储加息等事件上，定价效率过高，几乎与现货市场的预期一致。那么优势在哪里呢？
这让我怀疑，真正的机会可能不在于这些大型宏观事件，而在于小众的、关注度较低的市场，在那里信息不对称性可能确实可以被利用。例如，比较$UGAZ走势的点差与Kalshi关于特定能源报告的合约。甚至是货币对，尝试建模$USDCAD是否会收于1.41之上。我是不是错过了别人在宏观事件中发现价值的关键点，还是说那里的优势确实微乎其微？如果你们认为我错了，请反驳。
I agree with your observation. The high-volume macro events on Kalshi do seem to price in very efficiently. It makes finding an edge tough.
That's an interesting point about the efficiency. I've noticed the same, especially with CPI. Do you think the niche markets have enough liquidity to actually make them a viable alternative, though?
That's a really interesting observation. I've noticed the same with the efficiency in those high-volume Kalshi contracts. It does make you question where the asymmetric information might be found if not in the most watched events.
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