For hedge funds
Prediction markets price events
before they hit Bloomberg.
We pipe that signal to you.
Kalshi and Polymarket process $10B+ monthly. Their odds move before traditional markets react. SimpleFunctions monitors both venues 24/7 and delivers structured intelligence — orderbook depth, edge calculations, causal model updates — via API or webhook.
What you get
Event-driven signals
Iran strikes, Fed decisions, government shutdowns — prediction market odds shift within minutes. You get a structured JSON payload via webhook the moment confidence changes ≥ 5%.
Cross-venue orderbook depth
Bid/ask levels, spread, depth, liquidity score for every contract across Kalshi + Polymarket. Normalized to consistent format. Updated every 15 minutes.
Causal decomposition
Your thesis is decomposed into a tree of testable sub-claims, each with a probability. When a sub-claim changes, the system traces the impact to your positions.
What-if scenario analysis
Override any causal node probability and see how all edges shift. Zero LLM cost — pure computation. Run 100 scenarios in seconds.
Integration
REST API with Bearer token auth. Webhook delivery for real-time alerts. Delta polling endpoint returns ~50 bytes when nothing changed.
GET /api/thesis/:id/context ← full thesis state
GET /api/thesis/:id/changes?since= ← lightweight delta poll
POST /api/thesis/:id/signal ← inject observation
POST /api/thesis/:id/evaluate ← force re-evaluation
GET /api/health ← uptime check
Or self-serve: get API key