Atraks Research

For SMB owners exposed to events they can't insure

Hedges for the events that decide your year.

One named storm. One Fed decision. One tariff. For most small businesses a single macro event decides the difference between a strong year and a survival year. We map the events most likely to reshape your industry — and design hedges priced against the same live event-contract markets they trade on.

Live tracked eventsLIVE
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The problem

Most small and medium businesses are exposed to macro and policy outcomes they have no efficient way to hedge. Standard derivatives and insurance products don't reference the underlying questions — whether the Fed cuts, whether a hurricane makes landfall, whether a regulation passes.

Event-contract markets do. The prices they produce are usable signals — and the same signals can anchor structured hedges tailored to a specific business.

See it in action

Your business, in event-contract terms.

One line about your industry produces a real exposure profile and live event-contract markets that hedge each angle. Here's what a result looks like for a Florida commercial property broker.

Result for

Florida commercial property insurance broker

Where you're exposed

The angles a senior risk consultant would design hedges around — independent of what's listed today.

  • Hurricane landfall — direct claim spike
  • Florida insurance commissioner rate filing — pricing power
  • Long-rate moves — float yield squeeze
  • Reinsurance market spreads — capacity availability

Hedges available right now

Live event-contract markets that pay out in scenarios that would hurt the business above.

Atlantic hurricane makes landfall in Florida this season

YES → hurts your business

68%

market odds · YES

SeverityClimate and Weather

How it affects your business

Direct loss exposure: a Florida landfall drives a claim spike across your book and pulls reinsurance cost higher in the next renewal cycle, compressing the commission multiple on your portfolio.

How to hedge it

Buy YES sized to the dollar value of one renewal cycle's expected commission. The contract pays out in the same scenario that hurts your book hardest.

KXATLHURR-FLexample

Fed cuts rates by year-end

YES → hurts your business

41%

market odds · YES

SeverityEconomics

How it affects your business

Rate-driven margin squeeze: lower long rates compress carriers' float yields, which shows up in pricing-discipline cycles and trickles into broker commission economics.

How to hedge it

Buy YES if the carriers you place with rely heavily on float. Sizing is smaller — second-order, not direct-loss — but it diversifies your hedge stack.

FEDDECexample

The live explorer covers ~2,000+ open markets across both exchanges and refreshes daily.

Try it for your business

Across industries

Same pipeline. Very different hedge stacks.

Whatever you do, the exposure profile is industry-specific — a Gulf Coast broker, a Midwest fleet, and a Sun Belt restaurant share none of the same hedges. The explorer runs the same pipeline for any of them. Three illustrative profiles below; the matches always come from the same flow you saw above.

Example profile · Gulf Coast

Florida property insurance broker

  • Atlantic hurricane landfall
  • State commissioner rate filing
  • Reinsurance market spreads

Example profile · Midwest interstate

Independent trucking fleet

  • Diesel retail price
  • Atlantic shipping disruption
  • Fed rate cut by Q1

Example profile · Sun Belt

Multi-unit restaurant franchise

  • Coffee + sugar futures
  • Regional minimum-wage referendum
  • Tariff increase on imports

Solar installer, community bank, ag co-op, healthcare staffing firm, ad agency — the matter isn't the label, it's the operational events that touch revenue, margin, and demand. Run the explorer for your own business →

How we work

Three principles, no exceptions.

01
Exposure mapping

We identify the events whose resolution materially changes your operations: rate decisions, regulatory rulings, severe-weather seasons, election outcomes.

02
Probability-anchored hedges

Hedges are sized and structured against live event-contract prices, not historical backtests. The market is the prior.

03
Independent

No carrier ties. No fund ties. No commission incentive. We get paid for the work, not the placement.

Atraks Research is a team specializing in prediction-market algorithms and arbitrage, with production experience in event-contract market-making and volatility modeling.

Active operators in event-contract arbitrage strategies. Based in Hewlett, NY.

Most engagements start with a 15-minute exposure call. No pitch deck.