EBK is a research firm. We build agents that read the world, decide carefully, and trade with discipline — under one roof, with our own capital, on our own infrastructure.
Quantitative finance has always been a contest between people who can describe the future better than the market is currently pricing it. We think the next generation of that contest will be won by systems that combine the precision of statistical inference with the open-ended reasoning that large language models now make possible — on markets where the underlying questions are legible.
That’s what we’re building. Quietly, carefully, with our own money on the line.
Calibration, agent ranking, and execution analytics — rigorous, reproducible, in-house. We treat trading as a science problem first and an engineering problem second.
A population of evolved agents trading prediction markets. Statistically gated, calibrated, with transparent on-chain settlement. Discipline before scale, always.
The systems behind the agents: model serving, signal pipelines, observability, and the runbooks that keep them honest. Built to be held to account.
Models propose; evidence disposes. We size positions to what we’ve actually shown, not what we hope. We log every decision and let the record argue with us. We work in private and let the results speak in public.
EBK · House DoctrineWe hire researchers, engineers, and traders who care about evidence and don’t need to be loud about it. Internships, full roles, and everything in between — intake is handled at team.ebk.tech.
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