Institutional-Grade Prediction Markets

Premier Provider of Quality Prediction Market Signals

Real-time prediction market data, wallet flow analytics, and probabilistic forecasting — by and for professional allocators.

Order Flow Velocity: 2.4x · Agg. Brier Score: 0.14 · Cross-Platform Arb Spread: 1.4¢

Partner Markets

Kalshi

Polymarket

CME Group

Opinion.trade

ForecastEX

BitGo

Resolution Risk Premium

Quantifying structural contract vulnerabilities

We monitor and price the risk of outcome disputes by tracking historical oracle reliability, platform dispute rates, and contract wording ambiguities. We quantify the spread between pure event probability and the structural risk of delayed or contested settlement, so you know exactly what you are trading.

Standardized Event Indices

Cross-venue contract normalization

We synthesize order flow across CFTC-regulated exchanges (CME, Kalshi) and offshore venues into a single normalized time-series. We reconcile disparate contract specifications, tick sizes, and expiration mechanics into continuous, backtest-ready event indices.

Jurisdiction-Aware Signal Architecture

Strict demarcation of compliant and offshore flow

Our data infrastructure strictly tags and isolates CFTC-cleared venue data from unregulated offshore order flow. Programmatically filter pricing signals and sentiment metrics based on your fund’s specific regulatory mandates, ensuring your models only consume legally actionable data.

What allocators are saying

“Kansen surfaces conviction signals two days before they hit Bloomberg. That edge is measurable.”

Portfolio Manager

Global Macro Fund, $4.2B AUM

“The wallet clustering is better than anything our internal data team built in eighteen months.”

Head of Quant Research

Multi-Strategy Hedge Fund

“We replaced three separate data vendors. The normalized prediction market feed alone justified the contract.”

CIO

Single-Family Office, $200M

“Scenario modeling against live Polymarket contracts changed how we size tail-risk hedges.”

Risk Officer

Crypto-Native Fund

“The API schema was designed by people who have actually used Bloomberg. Refreshing.”

Quantitative Analyst

Systematic Macro Desk

“Onboarding took one afternoon. We were pulling live market probabilities into our models by end of day.”

VP of Technology

Alternative Asset Manager

Pricing

Structured for professional allocators. No retail noise.

Research

For analysts and small family offices

$499/mo

5 market verticals

Daily probability snapshots

Web dashboard access

CSV export

Frequently asked questions

Get ahead of the market consensus

Join institutional teams already using Kansen to integrate prediction market signals into their investment process.