Oracle Trading operates four active trading desks at the University of Chicago. Our positions run on live prediction markets; our research is published and open.
Human judgment drives research and position-taking. Members pitch and vote on positions based on original analysis of political, macro, and scientific markets.
Relative-value and arbitrage strategies that exploit pricing discrepancies across Polymarket, Kalshi, and other venues simultaneously.
Systematic, backtested frameworks that execute without discretionary intervention. Models process polling data, news flow, and economic releases to generate signals at scale.
Latency-sensitive execution on deep-liquidity CLOBs, with optimized signal processing and execution pipelines.
Designed to take any smart, curious student from zero to capable prediction market trader in one quarter. No prior quantitative or finance background needed.
How prediction markets work, order books, liquidity, bid-ask spreads, and the mechanics of CLOB-based platforms like Polymarket.
Python fundamentals through applied data analysis: scraping, cleaning, modelling market data, regression analysis, time series, and building quantitative models to inform trading decisions.
We recruit quarterly. The next intake is TBD. We look for sharp thinkers who want real positions, not case competitions.