Rosa Del Mar

Daily Brief

Issue 85 2026-03-26

Market Making In Sports: Reference Pricing, Fee Drag, And Adverse Selection Controls

Issue 85 Edition 2026-03-26 9 min read
General
Sources: 1 • Confidence: Medium • Updated: 2026-03-27 10:09

Key takeaways

  • The episode stated that Stadie targets at least about a 3% edge per market-making transaction, that exchange fees of roughly 1% to 2% are a major drag, and that he prefers 5%+ and sometimes can capture about 10% when others leave stale prices.
  • Stefan Stadie said he has been banned or limited by more than 20 retail sportsbooks due to repeatedly extracting low-risk arbitrage profits at increasing size.
  • Stefan Stadie said prediction-market prices often start as model-driven soft lines and then move toward true probability through participant trading and liquidity, with bid-ask spreads similar to equities.
  • Stefan Stadie said he takes directional positions every day when he finds large mispricings and estimates he runs roughly 25 markets or directional positions per day across many event sub-markets.
  • Stefan Stadie learned heavily from YouTube early on, including content from Investors Underground, and later shifted from mostly long bias to mostly short selling.

Sections

Market Making In Sports: Reference Pricing, Fee Drag, And Adverse Selection Controls

  • The episode stated that Stadie targets at least about a 3% edge per market-making transaction, that exchange fees of roughly 1% to 2% are a major drag, and that he prefers 5%+ and sometimes can capture about 10% when others leave stale prices.
  • Stefan Stadie said his market-making process is to reference sharp liquid sportsbooks to infer fair pricing and then post his own bid/ask just outside those prices while avoiding negative-EV ranges.
  • Stefan Stadie said a key sports-market edge comes from emotionally driven bettors posting stale or wrong prices during live events, creating short-lived mispricings that can be captured quickly.
  • Stefan Stadie said psychology and short-term variance are primary challenges and recommended avoiding posting prices during nonstop live action, preferring pregame and stoppages such as intermissions and halftime.
  • Stefan Stadie said he market makes in sports markets by posting both sides to capture the spread and that anyone can be a market maker in sports prediction markets.
  • Stefan Stadie said to reduce being sniped he removes his posted markets whenever he steps away and focuses attention on only the most important and most liquid events at a given time.

Sports Arbitrage Edge Formation And Decay

  • Stefan Stadie said he has been banned or limited by more than 20 retail sportsbooks due to repeatedly extracting low-risk arbitrage profits at increasing size.
  • Stefan Stadie used tools like OddsJam to detect real-time mispriced odds and then hedged or arbitraged against more liquid markets to lock in profits.
  • Stefan Stadie said large sports-odds discrepancies commonly arose near game time when news such as NBA lineup changes caused rapid repricing and some sportsbooks failed to update quickly enough, and he said these opportunities have tightened over recent years.
  • Stefan Stadie said he operated many sportsbooks simultaneously with 20+ browser tabs and used event start time as a key liquidity window to take size at softer books after information-driven repricing.
  • Stefan Stadie entered online sports betting after regulatory changes made participation easier in Canada and the US, initially attracted by signup bonuses and then by price disconnects between sportsbooks.

Prediction-Market Microstructure: Liquidity, Spreads, And Accuracy

  • Stefan Stadie said prediction-market prices often start as model-driven soft lines and then move toward true probability through participant trading and liquidity, with bid-ask spreads similar to equities.
  • The episode stated that liquidity tends to be highest at the open and close of markets, and in sports the hour before an event starts is typically most liquid and offers better fills.
  • The episode stated that even if the crowd is directionally correct in prediction markets, traders can still lose over time because spread or vig causes drift against one-sided participants and the truth lies between bid and ask.
  • Stefan Stadie said lower liquidity periods in prediction markets lead to slippage, while higher liquidity tends to occur near market open/close in financial markets and about an hour before sports event start time in sports markets.
  • Stefan Stadie said higher liquidity improves prediction accuracy because more informed participants and higher conviction aggregate into clearer true odds, while low liquidity implies noisier prices.

Activity Intensity And Throughput-Driven Framing Of Returns

  • Stefan Stadie said he takes directional positions every day when he finds large mispricings and estimates he runs roughly 25 markets or directional positions per day across many event sub-markets.
  • Stefan Stadie said he considers beating the S&P 500 at roughly 10%+ per year a strong stock-trading benchmark and claimed sports arbitrage can reach on the order of 100% per year because events resolve quickly and returns compound faster.
  • Stefan Stadie said he has been active almost every day in sports market making since early January, including trading during travel when he has internet access.
  • Stefan Stadie said he finds sports market making more profitable than stock trading and that sports trading is still comparatively inefficient and fragmented.
  • Stefan Stadie advised new prediction-market participants to start small, track results, and account for meaningful fees including deposit or transaction costs that can put traders in the red immediately on some platforms.

Short-Selling Selection Rules Centered On Post-Catalyst Exhaustion

  • Stefan Stadie learned heavily from YouTube early on, including content from Investors Underground, and later shifted from mostly long bias to mostly short selling.
  • Stefan Stadie described his short-selling edge as combining relative volume, liquidity events, and higher-timeframe resistance to target downside moves after buyer exhaustion.
  • Stefan Stadie defined a liquidity event as a news-driven catalyst that pulls in new buyers and volume, and he prefers waiting for exhaustion and shorting the backside rather than anticipating direction.
  • Stefan Stadie said his typical short holding period is about one day to a couple of weeks and he targets the middle of the move rather than small intraday scalps.

Unknowns

  • What are the speaker's verified net returns (after all fees, slippage, and account constraints) for sports arbitrage and sports market making over a defined period?
  • What are the exact fee schedules (trading fees, deposit/withdrawal costs, and any hidden spreads) on the referenced prediction/sports venues used in practice?
  • How quickly do mispricings persist around key news (e.g., lineup changes) across different sportsbooks and prediction venues, and how has that persistence changed over time?
  • What is the practical scalability limit for the described approaches once venue enforcement (limits/bans) and liquidity constraints are included?
  • How common are settlement disputes or ambiguous resolutions on the referenced prediction venues, and what is the historical dispute-resolution process?

Investor overlay

Read-throughs

  • Venue economics are highly sensitive to fee drag; if typical edge per transaction is low single digits, exchanges with 1 to 2 percent fees compress profitability and may push strategies toward lower fee venues or wider spreads.
  • Scalability of sports arbitrage is constrained more by account enforcement and limits than by model accuracy; operational capacity may be dominated by access to venues rather than opportunity frequency.
  • In fast moving markets, adverse selection risk may dominate expected edge; viable market making likely relies on risk controls such as quoting only near stoppages and withdrawing during information shocks.

What would confirm

  • Observed effective edge net of all fees and slippage remains positive across a defined period, especially when fees are 1 to 2 percent, showing that spread capture exceeds fee drag in practice.
  • Persistent limits or bans across many retail sportsbooks materially cap deployable capital, with a measurable drop in achievable volume despite similar opportunity detection capability.
  • Performance improves when adverse selection controls are applied, such as reduced losses during live action and better outcomes when quoting is restricted to lower volatility moments.

What would kill

  • After including fees, slippage, and account constraints, realized returns are not meaningfully positive or are highly unstable, indicating the quoted edge does not survive real world frictions.
  • Mispricings around key news decay too quickly to hedge reliably, making directional and arbitrage capture inconsistent once latency and liquidity are considered.
  • Settlement disputes or ambiguous resolutions on prediction venues are frequent enough to dominate expected value, eroding returns and increasing operational risk.

Sources