qFinancials Stealth mode

Event-contract strategies/In stealth

Every outcome has a price.
We trade the gap.

qFinancials is building quantitative strategies for event contracts: yes-or-no markets on rates, inflation, elections, weather and more. A contract at 63¢ says the crowd sees a 63% chance. Our models look for where the crowd is wrong.

Request early access How it works
Contract QF-0417 Rates Simulated

Will the [redacted] cut rates at the [redacted] meeting?

Yes
63¢
No
37¢

Model 71¢ vs market 63¢ → lean YES

Illustrative simulation of a market price against a model probability. Not real market data or a recommendation.

How it works

Prices are probabilities.
Probabilities can be wrong.

  1. 0163¢ = 63%

    Read the price

    An event contract pays $1 if the event happens and $0 if it doesn't. Its price is the market's implied probability.

  2. 02p̂ = 0.71

    Model the outcome

    We build independent probability estimates from public data, base rates and the structure of the market itself.

  3. 030.71 − 0.63 = +8¢

    Trade the gap

    When price and probability disagree, the difference is the edge. Size it, hedge it, and hold it to resolution.

Strategy library

Built quietly.
Declassified at launch.

A growing set of systematic strategies across rates, macro data, weather and politics. The names stay redacted until we come out of stealth.

Library indexClassified
  • QF-01Calibration [redacted]Mispricing
  • QF-02Cross-venue [redacted]Parity
  • QF-03[redacted] driftTiming
  • QF-04[redacted] Classified

Hover to attempt decryption. Access restricted until launch.

Stealth mode

We're in stealth mode.

Building strategies, not hype. If you trade event contracts or want to build with us, say hello.

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or write to [email protected]