Data · Models · Execution

Theintelligencelayerforpredictionmarkets

Built on a unified cross-venue data layer, wired straight into execution. Screen, model, simulate, quote, and settle — one terminal.

Launch terminal →Read the research
QuantPredict terminallive · 5s
◳Dashboard
▤Screener
▥Probability density
⊞Quoter
⊟Positions
▦Research
DKdesk-01
Market screeneredge > 2¢4,212 markets
MarketVenueLastEdge
Fed cuts rates in SeptemberFED-CUT-SEP-26Kalshi73¢+3.2¢
Brent above $80 end of AugustOIL-80-AUG-26Kalshi57¢+4.6¢
BTC above $100k on Dec 31BTC-100K-DEC-26Polymarket41¢−2.6¢
US recession declared in 2026US-REC-2026Polymarket18¢+2.7¢
US 10Y above 4.5% in JulyUS10Y-45-JUL-26Kalshi46¢+3.8¢
ECB hikes before Q4ECB-HIKE-Q3-26Predict.fun12¢−1.4¢
Probability densityBTC · 30d · risk-neutrallive · 5s
spot $77,12840k70k100k130k160k
P(>spot) 48.2%σ 0.42mispriced ranges 3
Quoter · FED-CUT-SEP-26runningmodel fair 67.4¢
Your bid
66.8¢ × 500
Your ask
68.0¢ × 500
Inventory+120 / ±500
12:04:31.20sell68.0¢200
12:03:58.84buy66.8¢350
Session · 14 round tripscaptured +$41.20
PolymarketBinancetastytradeTradingViewBybitDeribitInteractive Brokers

Most stacks split the tape, the models, and the orders.
QuantPredict runs them as one.

01 · Data layer

Every venue, one schema

Six venues normalized into a single book format — full depth, full history, refreshed every 5s. The layer everything else stands on.

  • ▤L3 books with queue position
  • ⇄Tick history back to venue launch
  • ▦One schema across all venues
02 · Intelligence layer

Models on top of the tape

Risk-neutral probability densities, cross-venue vol surfaces, model fair values, and Monte Carlo simulation — computed continuously, against live data.

  • ▥PDFs extracted from option chains
  • ▤Every contract marked against model fair
  • ▦Monte Carlo on books and strategies
03 · Execution layer

From signal to fill

Orders route to the best book, fees netted before you click. Run it by hand with one ticket — or systematically, with the quoter.

  • ⊞Two-sided quotes around model fair
  • ◳Volatility harvesting on overpriced tails
  • ⊟Inventory-aware sizing
FED-CUT-SEP-26 · L3 bookKalshistreaming · L3
PriceOrders at levelTotal
68.8¢1,200
68.5¢2,100
68.2¢980
bid 67.6¢ · ask 67.9¢spread 0.3¢ · mid 67.75¢
67.6¢2,400
67.5¢2,900
67.4¢1,100
your orderresting orderqueue position preserved
BTC terminal price · risk-neutral densitylive · 5s
spot40k70k100k130k160k
below $60k13.8%
$60k – $80k37.5%
$80k – $100k28.9%
$100k – $120k12.2%
above $120k7.6%
Quoter · FED-CUT-SEP-26runningmodel fair 67.4¢
Your bid
66.8¢ × 500
Your ask
68.0¢ × 500
Inventory+120 / ±500
FillSidePriceSize
12:04:31.20sell68.0¢200
12:03:58.84buy66.8¢350
12:03:12.07sell68.1¢150
Session · 14 round tripscaptured +$41.20

On the desk

Market making

Two-sided quotes around model fair, inventory-aware.

Volatility harvesting

Systematic premium capture on overpriced tails.

Simulations

Monte Carlo on positions, books, and whole strategies.

Probability density

Risk-neutral PDFs extracted from option chains, per asset.

Edge screening

4,212 markets marked against model fair, every 5s.

Portfolio import

Read-only wallet and venue-account sync, marked live.
0Markets tracked
0Venues unified
5sRefresh interval
0MTicks ingested daily
“The fair-value column paid for itself in a week. I stopped hand-rolling spreadsheets.”
Dana K. · independent trader
“I quote two-sided on thirty markets from one screen. That used to be a script farm.”
M. Alvarez · prop desk, Chicago
“The PDF view changed how I size tails. Simulate first, then quote — same window.”
S. Iyer · solo quant