Two-sided presence
Continuous bids and offers across trading hours, including the quiet ones.
For venues
We partner with exchanges and platforms to launch new contracts, deepen existing books and keep markets orderly when information hits.
What we provide
Continuous bids and offers across trading hours, including the quiet ones.
A credible price from the moment a contract lists, so early users find a market rather than an empty book.
Quotes across strike ladders and complete outcome sets, not just the headline contract.
Fast re-pricing around scheduled and unscheduled information, so books stay two-sided when it matters most.
Comfortable operating under formal market-maker obligations for spread, size and uptime.
A liquidity provider’s view on contract design, tick sizes, fee schedules and resolution terms.
What we measure
We track our contribution to every market we quote, and we share it with the venues we work with. Our own results are public: see the record.
Σ (ask − bid)·Δt ⁄ Σ Δt
Average quoted width across the session, weighted by how long each quote was live.
Σ size within 2¢ of mid
Resting size close to fair value, on both sides of the book.
time two-sided ⁄ time open
Share of the trading session with live bids and offers.
mean (mid − outcome)²
Brier score of our midpoints against how events actually resolved.
How we engage
We learn your markets, users and objectives, and share how we would approach them.
API connectivity, certification and testing in your sandbox or UAT environment.
We agree quoting parameters (spreads, sizes, hours and obligations) and how performance is reported.
We go live, review the numbers together and tune as your markets evolve.
Start a conversation
Whether you are listing your first contracts or deepening an established book, we’d like to hear what you’re building.