Lucky Fox Labs builds real-time data systems and calibrated forecasting models for markets where every probability is eventually settled, and every claim can be checked against what actually happened.
High-throughput recording and reconstruction of live exchange order books across a hundred thousand simultaneous markets, engineered so completeness is verified, not assumed.
Probabilistic forecasts for sports and event markets, judged out of sample against the hardest baseline available: the live market price itself.
Sequence models over market microstructure, recommender systems, and evaluation methodology, carried from the research literature into running systems.
Every experiment is written down before the data arrives: the hypothesis, the horizons, the fee model, and the number that counts as success. Forecasts are scored against contemporaneous market prices, never against convenient baselines.
When a line of research fails its registered test, it stops. No re-tuning on the evaluation data, no quiet goalpost moves. In markets that settle to 0 or 1 on a known date, honesty is not a virtue. It is the only measurement instrument that works.