Insurers & reinsurers
Hedge tail risk.
Transfer unhedged event and catastrophe risk into liquid, market-cleared hedges priced off prediction markets.
Event risk
Catastrophe
Risk transfer
Hedge what you can't control. Trade what you can.
Itô turns risks and strategies into clear financial products on prediction markets.
Transfer unhedged event and catastrophe risk into liquid, market-cleared hedges priced off prediction markets.
Execution, liquidity and delta-neutral structures: dispersion, basis and RFQ across every venue.
Monthly-rebalanced thematic baskets on a published, reproducible index. Exposure without the operational lift.
Cover real operating exposure (weather, power, input costs) without building a trading desk.
Regulated wrappers around prediction-market outcomes are already filed.
Issuers rent it from a thin, single-venue set of counterparties.
Counterparty, router, and system of record.
Itô turns event contracts into baskets, indices, hedges and wrapper-ready exposures.
A basket is a live thesis: weights, constituents, NAV and venue routes moving together.
A market loop for exposure: detect the risk, understand the outcome surface, publish the instrument.
Source it across venues and hedge it so the book runs flat to the event.
Titles, books and outcomes collapse into one market surface.
Publish it as a TRS, note or hedge a client can hold.
Prediction markets become useful when exposure can be packaged, hedged and held.
The stack is where market truth becomes product behavior: memory, NAV, routes and settlement.
For teams turning prediction markets into serious financial infrastructure.