Founder, Quantcha
Ed Kaim
An options-native lens on the rise of prediction markets and event contracts.
I'm the founder of Quantcha, where I've built options analytics and trading tools for active traders since 2014. As prediction markets and event contracts emerge as a new asset class, I'm extending that same toolkit to them—and writing and speaking about where the options playbook does and doesn't translate.
About
Ed Kaim is the founder of Quantcha, a financial software company specializing in equity options. Since 2014 he's built an end-to-end options trading platform and sold proprietary options analytics to brokerages, hedge funds, and market makers.
As prediction markets and event contracts emerge as a new asset class, he's extending Quantcha's work into them—writing and speaking about how these markets actually behave, where the options analytical playbook does and doesn't translate, and the clearing and standardization infrastructure the space needs to mature.
Selected writing
- Standardization or Bust: Why Event Contracts Need a Consolidated Clearer The infrastructure the asset class needs to mature.
- Bringing Delta to Event Contracts Where the options analytical playbook does—and doesn't—translate.
- Dead Cap Space: Why Polymarket Favorites Are Subtly Cheaper Than They Should Be A field report from inside the order book.
The Quantcha umbrella
- Quantcha Options Suite End-to-end options trading and analytics platform for active traders — the flagship since 2014.
- Qwidgets Workspace-centric investment tools for options and, now, prediction markets — compose markets into shareable workspaces.
- Consequitur Cross-event sensitivity platform mapping how one event moves another. Public beta.
- Consequitur Technical Document (v1.0) The systems document behind the beta — estimate, consensus, and propagation semantics.