We quote continuously and on two sides in event and binary markets. Execution runs co-located, simulation runs sub-second, and the systems operate without interruption through the week.
Risk is handled by limits rather than by judgement: per-market inventory caps, portfolio-level exposure bounds, and automatic withdrawal of quotes when the book or our own signal falls outside tolerance. Positions are reconciled independently of the trading process.
Quoting obligations are met by systems, not by staff. Deployment, monitoring, and failover run without manual intervention; a human is required only to stop.
Capital is our own. There are no external mandates, no lock-ups, and no reporting obligations that would shape what we choose to trade.