Markets Coverage
Kalmanic operates across centralized exchanges (CEXs), decentralized liquidity pools (DeFi), and emerging hybrid models.
Our focus spans:
- ›Spot and derivatives liquidity on major digital assets (BTC, ETH, SOL, AVAX)
- ›Structured synthetic instruments (perpetual swaps, tokenized vol products)
- ›Prediction markets and event-driven arbitrage ecosystems
With a >99.5% system uptime and sub-millisecond reaction times, we target microstructure inefficiencies and behavioral pricing anomalies.
Market Coverage
- › Centralized Exchanges
- › Decentralized Liquidity Pools
- › Hybrid Market Models
- › Prediction Markets
Trading Strategies
Volatility Surface Analysis
Our algorithms continuously analyze volatility surface skews across multiple assets, identifying and capitalizing on pricing inefficiencies in options and derivatives markets.
Statistical Convergence Arbitrage
We identify and utilize temporary price divergences between related assets across different markets, executing trades that utilize the statistical likelihood of convergence.
Order Flow Asymmetry
By analyzing the imbalance between buy and sell orders in real-time, our algorithms can predict short-term price movements and adjust market making strategies accordingly.
Latency Arbitrage
Our microsecond-level execution capabilities allow us to utilize brief pricing discrepancies between venues, providing a valuable service by improving market efficiency.