Ribot builds and operates binary event derivatives markets that let corporations, financial institutions, and professional traders hedge or trade measurable real‑world risks such as weather, macroeconomic releases, logistics disruptions, sports outcomes, and geopolitical events. The platform ingests high‑frequency data from diverse feeds, continuously generates probability signals, and provides systematic market‑making with real‑time pricing and 99.9% uptime, delivering instant, data‑driven payouts on standardized contracts.
Funding
Funding not disclosed
Founders
Product
Problem
Market participants and institutions lack fast, reliable mechanisms to hedge or trade on real-world events such as weather, macroeconomic releases, logistics disruptions, sports outcomes, and geopolitical developments. Existing solutions are often illiquid, slow to price, and rely on opaque or manual processes, making risk transfer inefficient and costly.
Solution
Ribot provides systematic market making and a data-driven infrastructure that creates, prices, and settles binary event derivatives in real time. By ingesting high‑frequency data from diverse real‑world feeds, the platform computes continuous probability estimates and translates them into tradable prices with disciplined risk‑managed quoting. Contracts are standardized and settled automatically when outcomes occur, delivering instant payouts. The service operates across multiple trading venues and OTC channels, ensuring tight liquidity and 99.9% infrastructure uptime. This enables companies and institutions to hedge measurable risks quickly and transparently.
Target Audience
Primary customers are corporations, financial institutions, and hedge funds that need to hedge or trade exposure to measurable real‑world events, as well as professional traders and market makers operating in prediction and event‑driven markets.
Features
- High‑frequency ingestion and normalization of weather, macro, logistics, sports, and geopolitical data into structured probability signals
- Real‑time pricing engine that updates market prices every second as new information arrives
- Systematic market‑making algorithms that provide continuous, tight liquidity across exchange and OTC venues
- Standardized binary contracts with deterministic settlement logic for instant, data‑driven payouts
- Institutional‑grade infrastructure designed for speed, scale, and 99.9% uptime reliability