MCP servercom.predictionmarketspicks/weather
Kalshi weather markets: live daily-high temperature edges, plus EV, Kelly and base-rate tools.
Overview
Score?
UNRATED 0.618
of what a free look can see, on 22 looks
Looks
24
last 5 hr ago
Tools
6
changed 2 days ago
More info
URL
predictionmarketspicks.com/api/mcp-weather/mcp
streamable-http
Says it is
predictionmarketspicks-weather 1.0.0
protocol 2025-06-18
In the record since
22 days ago
Among servers18,413 with a card
0median 0.606 · this server 0.618 · highest on record 0.8561
Toolsfrom sha256:6d7d973b3f…cfc360 · +0 −0 2 days ago
| Tool | Schema |
|---|---|
| base_rate_gap Use for "how does this price compare to history" and "is the market ignoring the base rate". Compares a market price with the historical base rate for a class of events: the gap in |
input · no output |
| bayes_update Update a prior probability with one or more pieces of evidence using Bayes theorem. Given a prior and a list of evidence items (each with P(evidence | true) and P(evidence | false) |
input · no output |
| calculate_ev Use for "is this contract mispriced" and "what is my edge". Give a Kalshi or Polymarket price in cents and your own probability; returns the % expected-value edge and a BUY / SELL |
input · output |
| convert_probability Convert between implied probability, American odds, and decimal odds. Give one value and its format and get all three back (American odds carry no commas, e.g. +441 or -200). Use f |
input · output |
| edge_alerts Use for "any edge on Kalshi" and "weather trade signals". Our model alerts on Kalshi — weather, bitcoin/silver/gold/oil, mispricings — with feed, tier, side, price, model probabili |
input · no output |
| kelly_size Compute the optimal Kelly position size for a prediction-market contract. Given your win probability, the market price (which sets the payout), your bankroll, and a Kelly fraction |
input · output |
Verify it yourself
npx teppi-check https://predictionmarketspicks.com/api/mcp-weather/mcpcurl -s https://api.teppi.xyz/v1/trust/mcp/mcs_01M29X9TA2B98NC6WY1HWDVMV8