We trade it all.
Turning real-world events into liquid markets

We make access to options and products on every event fast and efficient

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Dynamic Probability Field
200+
markets
$100M+
annualized notional volume
15+
trading venues
24/7
uptime infra

What we do

Market Making

We provide systematic liquidity across prediction and event-driven markets, pricing real-world outcomes with speed, accuracy, and discipline.

Real-World Risk Contracts

We structure, issue and trade binary event derivatives that let companies and institutions hedge real, measurable risks, from weather and climate volatility to inflation, logistics disruptions, sports outcomes and geopolitical uncertainty.

Data & Infrastructure

We ingest and transform raw event data from markets, forecasts and real-world feeds, turning it into structured signals used for pricing and hedging. Our forecasting stack supports issuers, traders and institutions that rely on transparent, high-frequency probability estimates.

How it works

We capture real-world signal
Our systems uses high-frequency data from weather, macro releases, logistics, sports and other event streams, standardizing raw noise into usable signals.
We compute fair probabilities
Statistical models, ML Pipelines, and market microstructure inputs generate real-time event probabilities as information arrives.
We make markets
We turn probabilities into tradable prices, providing continuous liquidity and disciplined risk-managed quoting across venues and OTC.
We handle settlement and contract standardization
Issuance and payout are executed immediately through transparent and deterministic settlement logic.

The new risk transfer

Faster, fairer, and fully data-driven. Designed for a world that changes continuously.

Instant, data-driven settlement: outcomes trigger automatic payouts.
Real-time probability estimates: pricing updates every second as new information arrives.
Simple, universal contracts: standardized payoff structure across all events.
Systematic liquidity: tight, continuous markets powered by market-making engines.
Institutional-grade infrastructure: engineered for speed, scale and reliability.
Cross-venue interoperability: the same events priced across prediction, OTC, on-chain and traditional markets.

Case Studies

Real transactions. Real outcomes.

We’ve executed some pilot OTC transactions across inflation, AI, weather, and political-risk themes.
All trades were fully collateralized or counterparty-matched, leaving virtually no unhedged downside.
client
Art
description
Inflation hedge on input costs
duration
1 month
client
Agriculture
description
Rain amount protection
duration
 1 month
client
Agriculture
description
Rain amount protection (matched party)
duration
1 month
client
Sports Facility developement
description
Mayor-election approval hedge
duration
2.5 months
client
Sports Facility developement
description
Mayor-election approval hedge (matched party)
duration
2.5 months
client
Real Estate
description
Vacancy insurance
duration
5 months

The infrastructure layer to each contract

We issue standardized contracts usable cross-venue and otc.
Building the infrastructure layer that permits flow across exchanges and reduces settlement risk to the minimum
Clients get access to an insitutional grade suite of products, virtually applicable to any measurable event on Earth.
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