For the Poly <> Op arbitrage, indeed exist notable intricacies and strategic decision trees to consider
In his example, when a new opportunity like that comes and you want market buy as taker before it’s gone, it costs extra ~$38 fee for one side(BUY)
Actually in most cases, spread between Poly and Op closes often happening when the date is close to resolution. For example they keep a spread like [Poly 0.92,Op 0.96] long time til this market is about to be resolved
If the spread closes soon but long time to be resolved, either you TP instantly and costs fee again for SELL plus the basic spread of orderbook, or spend a long term placing maker orders
Skip by shit posts like someone tells you to buy yes+no<1 to make money, easily subscribing or monitoring the smart money, etc.
For yes+no<1 that’s not gonna happen at same time, and smart money won’t tell you they probably hedging elsewhere.
Better DYOR using AI or uninvolved .