A research information system for probabilistic markets.
TheUglyBear aggregates, normalizes, and models contract data from forecasting venues to support quantitative research into pricing inefficiency, liquidity dynamics, and cross-venue spread behavior.
What it does
TheUglyBear is a research and analytics platform — not an execution system. It produces datasets, signals, and visualizations for the study of probabilistic event markets, with a focus on cross-venue implied-probability divergence, liquidity-adjusted spreads, and resolution-risk modeling.
// ingest
Continuous collection of contract metadata, order book snapshots, and settlement outcomes from public market APIs.
// normalize
Records are unified into a single event-and-contract schema and archived in a time-series warehouse for longitudinal study.
// model
Implied-probability divergence, spread, and resolution-risk metrics computed across venues and contract types.
// surface
A research dashboard and queryable API expose datasets to notebooks and downstream analytical workflows.
Built on Azure
Containerized microservices, cloud-native event streaming, and reproducible research infrastructure.
Currently in research preview
We are evaluating a small cohort of academic and institutional researchers. If your work touches market microstructure, forecasting, or applied probability, submit a request for access above.