Hedges for the events that move your business.
We surface the macro, policy, and regulatory outcomes most likely to reshape your industry — and design hedges referenced to the same probabilities the live event-contract markets price.
We identify the events whose resolution materially changes your operations: rate decisions, regulatory rulings, severe-weather seasons, election outcomes.
Hedges are sized and structured against live event-contract prices, not historical backtests. The market is the prior.
No carrier ties. No fund ties. No commission incentive. We get paid for the work, not the placement.
Most small and medium businesses are exposed to macro and policy outcomes they have no efficient way to hedge. Standard derivatives and insurance products don't reference the underlying questions — whether the Fed cuts, whether a hurricane makes landfall, whether a regulation passes.
Event-contract markets do. The prices they produce are usable signals — and the same signals can anchor structured hedges tailored to a specific business.
Atraks Research is led by Derek Longaro — an independent quant with production experience in prediction-market arbitrage and volatility modeling.
Active operator in event-contract arbitrage strategies. Based in Hewlett, NY.
Most engagements start with a 15-minute exposure call. No pitch deck.
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