We build algorithmic trading systems and market-making infrastructure for prediction markets, digital assets, and global financial markets.
Low-latency execution systems for prediction markets and sports derivatives. Real-time signal processing with multi-source data fusion.
Automated liquidity provision across decentralized and centralized venues. Cross-platform arbitrage, hedging, and delta-neutral strategies.
Probability modeling, fair value estimation, and edge detection using sharp bookmaker data, exchange feeds, and proprietary analytics.
We combine quantitative rigor with robust engineering to build systems that operate autonomously at scale. Every trade is driven by data, every decision is systematic.
Real-time integration of exchange data, sharp bookmaker odds, and proprietary signals to derive fair values before markets reprice.
From signal detection through position sizing, order routing, and risk management — fully automated with zero manual intervention.
WebSocket data pipelines, multi-exchange connectivity, and redundant systems engineered for sub-second reliability.
Fractional Kelly sizing, portfolio-level position limits, and real-time monitoring across all active strategies and venues.