Singularity Trading

Markets where contracts settle on real-world outcomes. Prices behave like probability estimates backed by capital—making them uniquely informative and uniquely inefficient.

Because prediction markets sit at the intersection of retail flow, inconsistent liquidity, fragmented platforms, and slow cross-market adjustments. They look efficient from far away. Up close, they leak probability everywhere.

We focus on structural mispricings, including:

Bracket inconsistencies
Threshold monotonicity violations
Sum-to-one deviations
Contradictory conditional markets
Cross-venue divergence

These arise repeatedly even in high-volume markets.

No. We optimize around how markets are priced, not what will happen. Our edge is structural, not predictive heroism.

The system analyzes market structure, probabilistic relationships, semantic dependencies, and liquidity conditions. Signals survive a sequence of gates—logical, statistical, semantic, and risk-based—before they’re considered actionable.

AI assists with:

Semantic interpretation of market questions
Cross-market logical validation
Contradiction detection
Ambiguous resolution filtering

AI does not autonomously trade. It augments discipline; it doesn't replace it.

We operate across major prediction-market venues that offer transparent resolution, reliable APIs, and trackable microstructure.

Through probability misalignment, logical inconsistency, and expected value under conservative assumptions. Only edges that survive stress adjustments and liquidity penalties are considered.

We monitor:

Liquidity depth
Slippage bounds
Spread cost
Venue-specific quirks
Execution feasibility

Some opportunities die on contact with reality. That’s expected.

Risk is capped through:

Position-size constraints
Theme/cluster exposure limits
Drawdown controls
Scenario-aware sizing

Preservation > aggression.

Through:

Historical backtests
Adversarial stress scenarios
Out-of-sample monitoring
Degradation tracking

If a strategy stops working, it’s removed without hesitation.

Because prediction markets are young, under-quantified, and structurally sloppy — exactly the kind of environment where systematic methods outperform. Frontier markets always offer the best inefficiencies before institutions arrive.

FAQ