Trayse

Quantitative Intelligencefor Prediction Markets

To bridge institutional quantitative finance with modern prediction markets.

Build your own strategyLaunch Terminal
EXPLORE TRAYSE

How Trayse Works

Tailored workflows whether you are trading predictions individually, building automated algorithms, or allocating institutional capital.

T
FOR TRADERS & INDIVIDUALS

One Terminal. Every Prediction Market.

Stop juggling multiple accounts, confusing Polygon wallets, and fragmented order books.

Trayse brings Polymarket, Kalshi, and leading event contracts into a single unified workspace. Browse trending presidential odds, economic CPI releases, and crypto milestones side-by-side with real-time probability charts.

Follow verified winning traders with one-click copytrading, or let our automated scanner spot risk-hedged price discrepancies when odds diverge between platforms.

EXPLORE THE TERMINAL
01

Unified Discovery

Search every live prediction market across Polymarket and Kalshi from a single search bar. Compare odds instantly without managing separate wallets.

02

Copytrade Top Predictors

Discover the highest-ranked prediction traders by verified on-chain track record. Mirror their positions automatically as breaking events unfold.

03

Automated Arbitrage & Sentiment

Capture guaranteed price discrepancies when Polymarket and Kalshi diverge, backed by real-time AI sentiment analysis of breaking news.

CORE CAPABILITIES

Built for the Future of Event Trading

Everything you need to analyze, automate, and execute across the global prediction market ecosystem.

Live

Cross-Venue Arbitrage

Automatically scans Polymarket and Kalshi for mispriced event outcomes. Lock in risk-hedged spreads when identical events trade at divergent odds.

Beta

Social Copytrading

Follow verified top predictors with auditable on-chain track records. Allocate capital to mirror their trades in elections, macro, and crypto markets.

Live

AI Sentiment Analysis

Natural language algorithms continuously parse breaking news, social trends, and polling data to score crowd sentiment before lines move.

Live

Conditional Limit Orders

Prediction platforms natively offer only basic market orders. Trayse introduces conditional limit buys, take-profit triggers, and trailing stops.

Live

Whale Radar & Block Flow

Real-time alerts tracking six-figure positions, smart-money accumulation, and abnormal volume surges across global prediction contracts.

Core

Unified Multi-Venue Portfolio

One dashboard to manage your balances across Kalshi USD and Polymarket USDC with atomic Solana settlement and rapid cross-venue transfers.

02 / QUANT STUDIO & DEVELOPER INFRASTRUCTURE

Built for Quantitative Rigor.Zero Black Boxes. Pure Mathematical Alpha.

Whether you are deploying low-latency Python execution bots, verifying cross-venue synthetic spreads, or integrating institutional feeds via TypeScript, Trayse provides the complete programmatic foundation.

SDK PerformanceSTABLE v1.4
24.2msavg WebSocket tick delivery

Trayse Programmatic Engine (trayse-sdk)

Client libraries with automatic nonce management, session keys, and sub-second streaming.
ENDPOINT:wss://clob.trayse.io/v1/stream
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import { TrayseClient, Venue } from "@trayse/sdk";

// Initialize non-custodial client with scoped session key
const trayse = new TrayseClient({
  network: "mainnet-beta",
  sessionKey: process.env.TRAYSE_SESSION_KEY,
  maxDailyLossUsd: 5000,
});

// Stream normalized odds across Polymarket and Kalshi
trayse.markets.subscribe({
  category: "Macro",
  minSpreadBps: 150,
  onOpportunity: async (spread) => {
    console.log(`[ARBITRAGE] ${spread.marketTitle}`);
    console.log(`Buy PM Yes: ${spread.legA.price}¢ | Buy KS No: ${spread.legB.price}¢`);
    console.log(`Synthetic Lock: +${spread.netEdgeBps} bps`);

    // Execute atomic hedge via Solana Session Key
    const tx = await trayse.execution.executeSyntheticHedge({
      pairId: spread.pairId,
      sizeUsd: 1500,
      maxSlippageBps: 25,
      executionTimeoutMs: 350,
    });
    console.log(`Executed Solana Batch: ${tx.signature}`);
  },
});
Institutional Whitepapers

Quantitative Research Dossiers

Peer-reviewed mathematical models and historical backtesting data.
Market Microstructuretrayse-wp-synthetic-arbitrage-2026.pdf

Synthetic Arbitrage Bounds Across Fragmented Prediction AMMs & CLOBs

Sharpe Ratio3.42
Max Drawdown0.4%
Annualized Alpha+14.8%

A mathematical proof establishing theoretical risk-free bounds between continuous-time prediction market limit order books and binary event contracts under settlement delay discounting.

Mathematical Formulation:
Πnet=∑i[ 1.00 − (PA,YES+ PB,NO) − ∑ φfee] · Qi− Ctx
Backtest on Live Data
Capital Allocationtrayse-wp-kelly-binary-allocation.pdf

Modified Kelly Criterion for Liquidity-Bounded Binary Payouts

Sharpe Ratio2.89
Max Drawdown1.8%
Annualized Alpha+22.4%
Quant Physical Modelstrayse-wp-atmospheric-prediction-models.pdf

High-Resolution Atmospheric Ensemble Models in Binary Weather Derivatives

Sharpe Ratio3.12
Max Drawdown1.1%
Annualized Alpha+18.2%
Cryptographic Security

Delegated Session Key Architecture

Automated execution without giving up custody of your private keys. Scoped smart-wallet delegation guardrails run non-custodially on Solana.

ZONE 01 / COLD VAULT
User Self-Custody Hub

Principal assets remain in native Phantom/Backpack wallet. Seed phrases and private keys never leave client custody.

Status: 100% Non-Custodial
DELEGATE
ZONE 02 / ENCLAVE
Bounded Session Enclave

Locally generated key with immutable hard limits: max $5,000 daily loss, 25 bps slippage collar, and auto 24h expiration.

Withdraw Authority:Cryptographically Blocked
ATOMIC
ZONE 03 / EXECUTION
Parallel Market Settlement

Dispatches EIP-712 order hashes to Polymarket CLOB and RSA-PSS signatures to Kalshi with atomic bilateral fail-safe rollback.

Avg Confirmation:382ms
03 / INSTITUTIONAL DUE DILIGENCE

The Architecture Demystified.Precision Answers for Discerning Capital.

Everything quantitative hedge funds, algorithmic builders, and prediction market specialists need to know regarding non-custodial execution, regulatory partitioning, and settlement.

Compliance ModelCFTC & WEB3
Non-Custodialclient-side execution

Polymarket quotes odds in sub-cent increments (0.0¢ to 100.0¢ USDC) via an off-chain Central Limit Order Book settled on Polygon, while Kalshi quotes integer cents ($0.01 to $0.99 USD) cleared through Kalshi Klear LLC (a CFTC-registered DCO). Trayse normalizes both into uniform implied probabilities [0.000, 1.000], factoring in maker/taker schedules (Polymarket 0% maker / 0% winner redemption fee on standard CTF vs Kalshi volume tiers), resolution horizon discounting, and executable synthetic spread deltas.

Technical Verification Points:
Sub-40ms WebSocket synchronization via Polymarket CLOB L2 tape and Kalshi WebSocket v2.
Real-time spread detection accounting for integer cent roundings and taker fee friction.
Uniform ISO-8601 resolution horizon mapping across fragmented event descriptions.

Have Specialized Institutional Requirements?

Our engineering team supports custom FIX protocol adapters, private high-throughput WebSocket streams, and dedicated market-making infrastructure.