How it works
A systematic workflow for temporary pricing inefficiencies.
Delphrix is designed as a hands-off execution layer: observe fragmented markets, validate measurable spreads, route eligible orders, and monitor outcomes after execution.
Systematic edge
Target market structure and execution gaps rather than discretionary forecasts.
Hands-off operation
Let the system observe, filter, route, and reconcile eligible opportunities.
Risk-aware design
Use explicit constraints so automation remains bounded by defined policies.
Each opportunity passes through a defined sequence.
The system treats execution quality, fees, liquidity, and exposure as requirements before any order is routed.
Step 01
Observe event pricing
Delphrix monitors live order books and implied probabilities across selected event-market venues.
Step 02
Identify temporary dislocations
The engine compares equivalent outcomes, fees, liquidity, and settlement terms before surfacing executable spreads.
Step 03
Execute within constraints
Orders are routed only when the opportunity clears defined thresholds for size, speed, slippage, and venue exposure.
Step 04
Monitor and reconcile
Positions, fills, residual exposure, and settlement outcomes are tracked continuously after execution.
Passive by design, transparent by default.
The intended user should not need to manually scan venues, calculate spreads, or chase order timing. The product centers on allocation preferences, risk parameters, reporting, and staged access.
Define allocation and concentration preferences before automation begins.
Review supported venues, market categories, and routing constraints.
Receive reporting on activity, fills, residual exposure, and settlement status.
Pause or adjust participation as product controls and venue conditions evolve.
Evaluate the risk framework next.
See how Delphrix frames execution, liquidity, operational, and settlement controls.