Prediction markets
Event contracts where crowd probabilities can be compared with Qadam's evidence-weighted view.
Qadam is a boutique macro intelligence fund running on a hybrid system of a Python script [COO], a
local LLM [Research Analyst], a frontier LLM [Strategy Lead], and a quantum computer [Head of
Quant]. 500+ live data feeds across 5 intelligence pipelines. One
overseeing Fund Manager [you].
Qadam operates on a self-imposed trading
strategy based on a deep and continuous understanding of its own cognition, latency and data
quality. Phase 1 is optimised for prediction markets, crude oil, defence, silver, and
semiconductors. Join the
waitlist and be the first to install the system on your machine, tailoring it to your needs over
time.
First trading universe
The system is not designed to trade everything. Phase 1 is built around markets where real-world catalysts, options pricing, physical intelligence, and prediction-market probabilities can be tested against each other.
Event contracts where crowd probabilities can be compared with Qadam's evidence-weighted view.
Energy shocks, chokepoints, sanctions, inventories, shipping, refinery disruption, and conflict risk.
Military escalation, procurement cycles, security commitments, contractor exposure, and geopolitical repricing.
Precious-metal stress, liquidity, inflation, industrial demand, monetary fear, and macro regime shifts.
Export controls, Taiwan risk, AI infrastructure, supply-chain bottlenecks, chip demand, and US-China bargaining.