About Atraks Research
Atraks Research is a team specializing in prediction-market algorithms and arbitrage, focused on the way live probability markets translate uncertainty into actionable risk signals. The firm's production work spans prediction-market arbitrage systems and volatility models built for fast-moving event risk.
The firm exists for businesses that feel macro, policy, and regulatory shocks directly but do not have a practical way to convert those exposures into hedgeable questions. The work combines event selection, probability interpretation, and custom structure design.
The name is a nod to fragmentation. A single event radiates into many downstream business consequences — different industries, different time horizons, different counterparties. The work is making those branches legible and hedgeable.
What an engagement runs
Four steps, written down so you can see the shape.
- 0115 min
Discovery call
You describe the business — operations, geography, what keeps you up at night. We name the top three exposures we'd design hedges around. No deck, no pitch.
- 021–2 weeks
Written exposure brief
A short document mapping each exposure to its transmission mechanism, its current event-contract proxies, and the probability the market is pricing today.
- 03Project basis
Hedge design
For each exposure worth hedging, we structure either a position in a public market or a custom contract referencing the same outcome. Sizing keys off your operational dollar exposure.
- 04Optional retainer
Standing brief
Quarterly written re-assessment. Monthly probability updates. Ad-hoc Q&A as positions move or new markets list. You decide whether to keep this on after the project ends.