7 min readPrediction markets

Fees and cross-exchange arbitrage: what actually survives the costs

A practical read on why gross price gaps mislead, how fees and frictions shrink edge, and how fee-aware tooling changes what you trust. Not financial advice.

A cross-exchange “arb” headline often ignores the details that decide whether anything is left after costs. Trading fees, withdrawal friction, capital lock-up, and operational slippage can turn a pretty top-of-book gap into a negative-expectancy idea. Fee-aware workflows exist to make those subtractions explicit before you commit attention or capital.

Gross vs net

Gross divergence is easy to notice: one exchange prices YES higher, another prices the complementary side in a way that looks cheaper in combination. Net edge requires subtracting the fee regimes you will actually pay, understanding caps where they exist, and being honest about whether you can fill at displayed levels when you act.

Why calculators matter

Predlyx includes a fee-aware calculator so you can translate a matched row into sized outcomes under assumptions you control. The goal is not to predict the future; it is to stop mistaking headline prices for post-fee economics.

  • Compare post-fee outcomes, not just mid quotes
  • Use exchange links to confirm live terms before trading
  • Log fills into P&L so your book reflects reality

Risk reminder

Arbitrage and spread trades can still fail due to liquidity, timing, rule changes, or settlement disputes. Predlyx surfaces data; you own execution and risk. Nothing here is a recommendation to trade.

Scan both exchanges in one workspace

Predlyx matches Polymarket and Kalshi, surfaces fee-aware arb and +EV rows, and helps you log P&L. Start your 7-day trial or compare plans.