Student-ran 506(b) hedge fund systematically trading $35,000+ in capital across prediction markets.
Using sophisticated LLMs to discern signal from noise in unstructured text to accurately model long-tailed event distributions.
Offering contracts on both sides of low-liquidity events to profit off the spread, while mitigating adverse selection.
Trading mispriced outcome variance by comparing implied volatility across related contracts and time horizons.
Statistical arbitrage, momentum trading, event-timing strategies, cross-market arbitrage, correlation arbitrage, etc.