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FinTech & AI

Quantum Analytics

An integrated algorithmic trading platform combining low-latency Polymarket prediction-market arbitrage with multi-regime crypto trading -- built for speed, precision, and continuous market coverage.

24/7
Market Monitoring
Rust
Execution Engine
5+
Trading Strategies
analytics.quantum.local
Quantum Analytics
Dashboard Positions Backtest Settings
LIVE
BTC-PERP Spread
YES / Election 2024
$0.52
+$12.30 (2.4%)
NO / Election 2024
$0.47
+$11.14 (2.2%)
BTC / Grid Bot
$67,420
+$340 (1.1%)
SOL / Sniper
$148.20
-$18.50 (-0.4%)
ETH / Trend
$3,512
+$87.00 (0.8%)
Recent Trades
YES-2024-PRES BUY 200 @ $0.51
NO-2024-PRES BUY 200 @ $0.47
BTC-USDT SELL 0.15 @ $67,480
SOL-USDT BUY 12.5 @ $147.80

Platform Screenshots

Key interfaces across the Quantum Analytics trading platform.

analytics.quantum.local/arbitrage
Arbitrage Detection
B1 Full-Set Spread +$23.44
L2 Orderbook
$0.541,200
$0.533,400
$0.525,600
SPREAD: $0.02 | ARB: YES+NO = $0.98
$0.474,800
$0.462,900
$0.451,500
Real-time arbitrage detection dashboard
analytics.quantum.local/regime
Regime Detection
Trending
34%
Sideways
72%
Breakout
18%
Volatile
45%
Technical Indicators
EMA Cross
Bullish
ADX
18.4
RSI (14)
52.1
BB Width
Narrow
Market regime detection and strategy routing
analytics.quantum.local/backtest
Backtest Results
Total PnL
+$2,341
Win Rate
68.2%
Sharpe
1.84
Max DD
-4.2%
Equity Curve
Trade Journal
Market Side Entry PnL
YES-PRES-24 LONG $0.51 +$23.44
BTC-USDT LONG $66,800 +$620
ETH-USDT SHORT $3,540 -$85
SOL-GRID LONG $145.20 +$312
NO-PRES-24 LONG $0.47 +$18.90
Backtest results and trade journal

The Challenge

Prediction markets and crypto exchanges move in milliseconds. Manual monitoring meant missed arbitrage windows, slow execution on fleeting price dislocations, and no systematic way to classify shifting market conditions.

  • Manual monitoring across multiple prediction markets and exchanges could not keep pace with opportunity velocity
  • Arbitrage windows on Polymarket often lasted under a second -- human reaction time was insufficient
  • No unified system to detect market regime shifts and automatically route to the optimal strategy
  • Execution latency on standard Python-only stacks introduced unacceptable slippage
  • Risk management was ad hoc, with no automated drawdown limits or position sizing

Our Approach

We built a dual-system architecture: a Rust-based execution engine for sub-second Polymarket arbitrage, paired with a Python hybrid bot for multi-regime crypto trading -- each purpose-built for its domain.

  • Rust for speed: Low-latency orderbook state management and EIP-712 signed live execution on Polymarket's L2
  • B1 Full-Set Arbitrage: Automatically buy YES + NO when combined ask price falls below $1.00 for guaranteed profit
  • Paper trading first: Validated $23.44 profit in 30 minutes (2.34% ROI) before deploying capital
  • Regime detection: EMA crossovers, ADX, RSI, and Bollinger Band width classify markets as trending, sideways, breakout, or volatile
  • Strategy routing: Trend-following bots, grid bots, and Solana DEX sniping automatically activated based on detected regime
  • Risk guardrails: Automated drawdown limits, position sizing, and Telegram alerts for real-time oversight

Tech Stack

Purpose-selected technologies across two complementary trading systems.

Rust Python TypeScript React WebSocket EIP-712 PyTorch scikit-learn Telegram API Solana Jupiter

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