There is a story about a Polymarket trader worth discussing—he used a microstructure arbitrage approach to turn an initial investment of $1,000 into a profit of $2 million, with total trading volume surpassing $92 million.

This guy's core logic is actually very straightforward: identifying inefficiencies in market pricing from a purely mathematical perspective. How did he do it? He executed over 5,000 high-frequency trades, exploiting microstructure opportunities in price fluctuations through rapid recognition.

It sounds very high-tech, but essentially it’s about capturing pricing imbalances in prediction markets—while most retail traders are still placing orders based on intuition, some are already using algorithmic models to repeatedly harvest the microstructure dividends of the market. This trading style benefits market liquidity and price discovery, but also demands extremely high system design and execution discipline from traders. To some extent, this also demonstrates the survival methods of high-frequency traders in the crypto asset markets.