Markets that end in an answer.
Event contracts resolve. Weather arrives. Gyrfalcon Trading LLC trades these markets with its own capital, and no one else’s.
What we do
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Event contracts
A contract that pays if something happens is a price on an outcome. We study how these prices absorb new public information, and we trade selectively.
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Market making
In selected markets we post two-sided quotes. Spreads, sizes, and inventory limits are set in advance and enforced by our systems.
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Weather and alternative data
A weather forecast is a public estimate that ends in a measurement. We build statistical models from forecasts and other data, test them out of sample, and retire the ones that stop working.
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Systematic equities and options (research)
We are researching rules-based strategies in listed US equities and options. Each is defined in full and tested on history before any capital is committed.
How we work
- Patience is a position. Often the right trade is no trade.
- Limits come first. Risk limits are written in code and enforced automatically.
- The firm is the only account. We trade our own capital. We have no clients and no outside investors.
Team Index
Team Index is our research project on event contract markets: rules-based reference index series that follow a club through its season, built from an archive of public market data.
Contact
Questions about the firm or Team Index: eli@gyrfalcon.trading