Developing quantitative & mathematical modelsfor prediction and event markets
POK Capital
A high-frequency quantitative trading firm. We run systematic strategies in prediction and event markets, on infrastructure built in-house for speed and control.
01 · Firm
We trade our own book.
Illustrative · synthetic market data
POK Capital is a high-frequency quantitative trading firm, founded in 2025. We deploy proprietary capital in exchange-traded prediction and event markets. If you are interested in working with us, we welcome inquiries at pokcapital@gmail.com.
We operate on Kalshi and Polymarket US, and follow prediction markets broadly as the asset class matures. Prices in these markets are probabilities, and we treat them with the rigor that implies.
We are a small team and intend to remain one. Every component that touches an order was built in-house: the only way to know with certainty how the system behaves at four in the morning, unattended.
- Founded
- 2025
- Capital
- Own balance sheet only
- Venues
- Kalshi · Polymarket US
- Based
- California & Ohio
02 · Strategy
We do not predict. We price.
Our strategies are systematic, market-neutral and short-horizon. Models price a large number of markets continuously; when a price on the screen disagrees with a price in the model by more than the cost of trading, the system acts — at machine speed, in bounded size. We hold no directional view on any outcome.
Illustrative · synthetic market data
Systematic end to end
Pricing, sizing and execution are decided by the system, under rules written before the market opened. Discretion is reserved for turning it off.
Market-neutral by design
We hold no view on who wins. Returns come from pricing and execution, not prediction.
The bar is a number
The system declines most of what it sees. Edge is thin and short-lived, so the decision to trade is arithmetic rather than judgment.
03 · Platform
We built the whole stack.
Market data, pricing, execution and reconciliation are all ours. Not as a matter of pride: the edge lives in the gap between seeing a price and holding the position, and that gap cannot be outsourced.
04 · Risk
Most of the code is there to stop us.
Every order passes limits written before the market opened. The important part of the system is not the part that trades; it is the part that decides not to.
Illustrative · synthetic market data
Limits live in the code
Per-order, per-event and firm-wide caps, enforced before anything reaches a venue rather than reported after the fact.
It stops itself
When the system encounters conditions it does not recognize, it stands down and alerts the team rather than trading through them.
Exposure is bounded
Net exposure is measured continuously and held within hard caps. We do not carry risk we have not chosen.
Reconciled against the venue
Every position is reconciled against venue records through settlement. Discrepancies are treated as incidents, not noise.