Institutional data layer for prediction markets
Hey everyone 👋
We're Avi and Ritesh — co-founders of Oddpool.
TL;DR
Oddpool helps quant and institutional desks harness the power of prediction markets. We make it easy to access, search, and analyze every venue from one place with the depth and history serious desks need.
Ask: If you're a quant fund, prop shop, market maker, or hedge fund using prediction markets data (or thinking about it), we'd love to talk. Reach us at founders@oddpool.com
The Problem
Data is the lifeblood of modern finance. Every desk, every strategy, every edge starts with it.
Yet prediction markets, one of the fastest-growing asset classes in the world, still lack the tooling that makes every other asset class easy for desks to adopt, leaving anyone trying to use this data stuck with three major pains:
- Fragmentation across venues with no shared symbology
- No tick-level history to backtest against
- Weeks spent normalizing data instead of generating signals
These compound the moment real money tries to enter, leaving a glaring problem to be solved.
Our Solution
Oddpool provides a frictionless experience to start pulling, backtesting, and building on prediction market data from day one.
We focus on two core capabilities:
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Universal symbology that maps every market across every venue to one canonical identifier.
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Tick-level history with full orderbook depth, every trade, and every delta, ready to backtest against
Our mission is to drive the institutional adoption of prediction markets, so the world's most accurate signals can finally be used by the desks that move it.
👉 If you resonate, please reach out to us here: founders@oddpool.com
❤️ Check out our website: https://www.oddpool.com
