Risk infrastructure for prediction markets
Purpose-built risk engines for firms managing exposure on event contracts. API-first. Deterministic. Built from the ground up.
Purpose-built risk infrastructure for firms who run the book, not just trade it.
Building a prediction market or event contract platform from scratch and needing production-grade risk infrastructure without an 18-month internal build.
Expanding into event contracts and discovering that none of your existing risk stack—stop-loss logic, VaR models, drawdown limits—transfers to binary-outcome instruments.
Adding event trading to your product and needing compliance-ready, auditable risk controls before you can launch, without an 18-month internal build.
A decision-service that evaluates every trade intent and returns Accept, Clip, or Reject with approved size and reason codes. Enforces a hierarchy of caps—per-trade, per-trader, per-market, program-wide—using worst-case risk in USD. Deterministic O(1) exposure management.
Turns behavioral data into enforceable controls. Produces trust tiers, limit multipliers, and integrity flags. Output plugs directly into RME: max_limit = base_limit × limit_multiplier.
Uses lightweight market snapshots to compute deterministic fills including slippage, partial fills, and price impact. Eliminates simulation-only edge.
Firm-level inventory balancer. Decides execution volume based on aggregate YES/NO inventory across all traders per market, plus policy caps. Prevents concentration risk.
Maps logical and structural correlations between event contracts in real time. Captures deterministic relationships—if event A implies event B, the exposure compounds.
Full compliance infrastructure for event contract risk decisions. Generates deterministic decision records, documented enforcement logic, and complete audit trails.
Event contracts are deterministic instruments. Maximum loss is bounded. Settlement is binary. Correlation is structural, not statistical.
The failure modes are structural, not parametric, and they surface the moment real adversarial flow hits your book.
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A mid-size prediction market operator was absorbing outsized losses from a small percentage of users. URE identified adversarial flow patterns. RME enforced exposure gates before losses compounded. Full decision audit trails.
A futures prop firm wanted to expand into event contracts. Their existing risk infrastructure was built around stop-loss logic. Full engine stack deployed via API in weeks without touching existing infrastructure.
A retail brokerage entering event markets had a compliance problem before they had a product. Nevooa's infrastructure served as the compliance-ready control layer. Full audit trails, deterministic decision records.
A market maker quoting across 4,000+ correlated events was managing exposure manually. Real-time correlated exposure tracking. Deterministic position limits across the full book. Zero manual intervention.
If you operate in event markets, you already know the problem. The infrastructure that powers traditional derivatives was built for instruments that behave nothing like binary-outcome, deterministic-settlement contracts. Porting it doesn't work.
The failure modes are structural, not parametric. We built Nevooa from first principles—purpose-built risk engines for firms managing risk exposure on event contracts. API-first. Deterministic. Built from the ground up.