Liquidity for event markets.
Brier Trading is a proprietary trading firm. We provide two-sided liquidity and run systematic strategies across prediction markets — around the clock, across venues. We trade our own capital only.
Probability paths resolving to outcome — calibrated by construction.
Figure: a field of probability paths, each starting near even odds, wandering, then resolving to a definite outcome — calibrated so a path priced at p resolves yes with probability p.
Market making
Continuous two-sided quotes in event contracts. Tight markets, honored size, presence through the news cycle — not just the calm.
Systematic research
Calibrated probabilistic models, measured against resolved outcomes. Every strategy carries a risk budget and a kill switch.
Built in-house and normalized across venues. Nothing third-party sits between signal and order.
Exchange-grade controls — pre-trade limits, position and loss budgets, and a kill switch on every strategy.
Idempotent and deterministic. Orders reconcile exactly once, and state survives the things that go wrong.
Around the clock and monitored, with people on call through the news cycle — when these markets move most.
Written in Rust and Go, owned end to end.
Systematic only · 24/7 coverage · Multi-venue · Principal capital
We are graded by outcomes, not conviction. A quoted price is a claim the world eventually settles — the only score that matters is how closely our prices matched what happened.
Edge is finite, so size is capacity-aware. We scale each strategy to the liquidity that is really there and stop where it ends. Discipline about size is how a desk survives the trades it gets wrong.
And we are engineers as much as traders. The systems that quote, hedge and resolve are built in-house and owned end to end — in this market, the infrastructure is the strategy.
We also hear out strong generalists. Tell us what you would build, and why this market.