Available now
Dual-stream lag reader: QK-norm attention, FiLM from time-to-expiry, multi-scale tokens, and a Brier + book-utility objective. Trained on real 15-minute Binance windows plus a lagged CLOB. Hacking phase lives in the lab.
Overview
Fast tape is Binance USDT-M. Slow tape is the Polymarket CLOB. Three heads run every second: a Black–Scholes cash-or-nothing prior, the fusion transformer, and a lag tilt. A trade fires only when two heads agree, or when yes+no asks sum under a dollar.
Performance
Held-out simulator, share-based PnL after paying the bid/ask. Real futures paths for 80% of episodes (45 days, BTC/ETH/SOL/XRP). Not live Polymarket PnL.
Install
First run builds the C++ engine. Weights are SafeTensors; architecture is checkpoints/model.json.
$ uv sync $ uv run cmf fetch-data --days 45 $ uv run cmf train $ uv run cmf desk --size 5
Paper is default. Live CLOB V2 requires CMF_LIVE=1, a key, and an explicit arm.
Collateral is pUSD, not USDT. Model weights: checkpoints/fusion.safetensors.