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Airavat · AI · Trading Systems · Crypto · Prediction Markets · Macro
Why allocation beats prediction in prediction markets, and the cohort-based copy trading system we built for Polymarket. The thesis, the system (ingestion, scoring, filters, actions), and where we take the platform next.
The 60/40 portfolio diversifies across two instruments sharing one risk factor. This piece traces the path to genuinely uncorrelated alternatives and examines why the real constraint isn't theoretical. It's operational.
The U.S.-Iran war was supposed to follow a familiar script. Maximum pressure, then capitulation. Iran didn't fold. Why dealmaking logic fails against an adversary playing a different game, and the cascade through oil, AI infrastructure, and credit that could define 2026.
Futures markets trade 23 hours a day, 5 days a week. Every major escalation in Q1 2026 happened during the other 49. Why the part-time market structure is now the weakest link in institutional risk management, and what's filling the gap.
How does Strategy actually operate? How does it acquire Bitcoin? What are the real risks? We break down the capital stack, funding model, and yield escalation to find the answer between Ponzi and money printer.
Geopolitical shocks follow a pattern: markets ignore the buildup, absorb the hit, move on. But the current Middle East conflict has a variable that changes the calculus. Historical precedents, warning indicators, and a framework for thinking about what comes next.
AI's deflationary force meets record sovereign debt and rising mercantilism. A framework for where capital flows next.
A practitioner’s view on building real systems with AI. Reflections on what works, what doesn’t, and where human judgment still matters in modern software development.
In this piece, we examine the forces shaping Bitcoin’s current regime: weak marginal demand, ETF outflows, miner stress, financialization, and tightening liquidity. We focus on structure, flows, and the conditions that matter - and outline what to watch for as we move toward spring / early summer.
Crypto flushes, metals air pockets, yen carry unwind pressure, and multi-sigma moves in days, not months. When tail events cluster and correlations fail, models break first. A trader’s edge in macro fog is not certainty, but discipline, selectivity, and the willingness to stay flat.
A follow-up to Part I that explores where durable edge comes from as prediction markets mature. This piece reframes prediction markets from a betting problem into a capital allocation problem, focusing on skill dispersion, portfolio construction, and systematic selection.
An examination of prediction markets through the lens of market structure. This piece explores why prediction markets are interesting, the types of inefficiencies that exist today, and why many of those edges are likely to compress as markets mature.
Bitcoin is usually discussed through price and narratives. This piece steps back to first principles, frames Bitcoin as a monetary ledger and explores a few mental models that inform asset allocation—why Bitcoin, and why zero is likely the wrong allocation.