Institutional Research + Live Indices

We turn event contracts into thematic indices.

Itô builds live thematic baskets from event contracts and studies how those baskets behave inside real risk models, so allocators can trade, hedge, and measure a theme without hand-building it.

Explore Indices Research
Live index example
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Middle East Armed Conflict Waiting for feed
How the level is built
Weighted live contracts feed one index level Loading composition
Loading live composition…
polymarket
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Research Lens

Prediction markets can surface the thematic risk that factor models miss.

Standard factor models explain a lot, but conflict, policy, energy, and recession themes are often episodic and easy to bury inside specific risk. We use prediction markets to isolate those themes, turn them into live baskets, and make them easier to attribute and hedge.

Gap
Not all residual risk is noise

Thematic risk can still be measurable even when it sits outside standard factor buckets.

Build
One live basket from many contracts

We aggregate related contracts, roll them as expiries change, and publish one thematic level.

Use
Research supports attribution and hedging

We compare baskets against Barra-style frameworks and use the result for diagnostics and hedge design.

Method + Roadmap

Research depth and product breadth expand in phases.

Curated baskets come first. Then methodology, factor analysis, custom construction, and more capital-efficient market structure expand on top of that base.

Phase 2Live
Curated Baskets

Deploy pre-constructed macro baskets for immediate exposure to thematic risk vectors.

Phase 3Live
Methodology & Infrastructure

Publish transparent construction rules, in-app breadcrumbs, and visible weight logic.

Phase 4
Risk Factor Models

Run monthly factor analysis and dynamic rebalancing reviews around event-driven volatility.

Phase 5
Proprietary Index Construction

Let PMs build, backtest, and deploy custom thematic baskets in real time.

Phase 6
Volatility Markets

Create direct long or short exposure to market uncertainty through synthetic volatility structures.

Phase 7
Conditional Execution

Support combinatorial execution logic, where one event outcome can trigger action in another market.

Phase 8
Commodities & RWA

Expand the research and product set into oil, gold, supply-chain, and other real-world exposure buckets.

Phase 9
Capital Efficiency

Add native payment rails and cleaner crypto-fiat settlement paths around the product layer.