Polymarket-first fund / Fund discipline
A Polymarket-first fund discipline for signals, exposure, and controls.
The product compares event-market prices with probability models, watches durable spreads, connects them to position exposure, and keeps sizing constrained by risk.
Reference Signals
3
Illustrative signal observations
Avg Spread
5.0%
Average absolute observed spread
Modeled Exposure
$10,505
Illustrative notional exposure under review
Product Boundary
V1
Polymarket-first, research-gated expansion
Product role
Turn market dislocations into reviewable fund signals.
Allocators can see what the fund observes, how probability comparisons become signals, where exposure is reviewed, and why risk controls sit beside the opportunity.
Observe Polymarket events
The signal board keeps market, venue, update timing, status, and spread visibility together so event-market dislocations can be reviewed.
Open signalsCompare probabilities
Event prices are compared with repeatable probability models so the product can separate durable dislocations from raw market interest.
Review comparisonConnect signals to exposure
The dashboard connects observed opportunities to position sizing, notional exposure, stale-signal awareness, and allocator-facing review.
Open dashboardConstrain with risk controls
Sizing, liquidity, hedge discipline, venue concentration, resolution ambiguity, and model drift determine whether a signal can graduate.
Review riskAllocator questions
Move from signal discovery to risk review.
Scope boundary
Research context is not the same as investable scope.
Polymarket arbitrage
Current product focus for event-market probability dislocations, monitored signals, exposure, and controls.
Lending markets
Potential future yield and capital-efficiency module, not marketed as an active fund product in this release.
Derivative arbitrage
Derivatives can inform probability models and hedging assumptions, but derivative-only strategies stay outside v1 product scope.
Graduation rule
A strategy only becomes investable after data quality, risk limits, and allocator language are complete enough for review.
Sizing is a governance decision, not a button.
A visible spread can remain in monitoring until liquidity, persistence, hedge context, concentration, and event-resolution language are strong enough for review.
Signal confidence
Spread quality and model confidence determine whether a market stays monitored or progresses to sizing.
Exposure controls
Notional exposure, venue concentration, and stale-signal risk stay visible beside the opportunity.
Failure modes
Oracle delay, ambiguous resolution, liquidity gaps, and model drift are treated as fund risks.
Arbitrage FAQ
How to read the fund overview
A plain-language guide to signal monitoring, sizing discipline, and research-only ideas.
What does the Arbitrage Hedge Fund evaluate?
The fund evaluates Polymarket event prices against repeatable probability models, then reviews exposure, sizing, liquidity, and resolution risk before allocation.
What makes the product Polymarket-first?
The active v1 product focuses on Polymarket event-market dislocations, comparing market prices with model or derivatives-informed probabilities before turning persistent spreads into monitored signals.
Are lending markets and derivative arbitrage active products?
No. They remain research context until data quality, risk limits, and allocator language are complete enough for investment review.
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