We build and operate automated trading strategies on regulated prediction exchanges — capturing alpha through speed, structure, and quantitative edge.
We combine quantitative research with low-latency infrastructure to identify and act on mispricings in event-driven markets.
Providing continuous liquidity with dynamic quoting models that adapt to real-time order flow and volatility.
Detecting and exploiting structural inefficiencies across correlated contracts and related markets.
Interpreting order book microstructure to time entries at favorable prices with high fill probability.
Purpose-built infrastructure for prediction market trading — from research to live execution.
Monitor positions, P&L, and strategy performance across all accounts in a unified interface.
Deploy, configure, and manage multiple strategy types with live parameter tuning and kill switches.
Replay historical market data against strategy logic to validate edge before deploying capital.
Runs on AWS with automated deployments, per-account credential isolation, and zero-downtime updates.
We're always looking for talented researchers, engineers, and capital partners.
contact@brazosresearch.com