Resources

Changelog

Feb 26

Documentation and landing page

Published the full product documentation and the public landing page, so the mechanics, the economy and the contracts read in one place.

Feb 24

Three films on the mechanics

Built short films for the three things a diagram cannot show: a corridor being drawn and run, a ticket moving through quote and lock and settle, and Sideline odds repricing as the tape leans on a rail.

Feb 22

Dashboard, standings and activity feed

Added account metrics with an equity curve, venue metrics with backstop exposure, a live settlement feed, and standings ranked by net score.

Feb 20

Sideline, the second product

Turned every running corridor into a two-sided market. Tickets reprice live off the corridor's own hold probability, and authors earn a cut of wins inside their corridors.

Feb 18

Wallet-only sign in

Removed every non-wallet login path. Your address is your identity, your book and your history, keyed per wallet, proven by one signature that authorises nothing else.

Feb 16

Live price pipeline

Wired 28 markets to live one-minute bars across two crypto venues and a public equity feed, with an honest per-market badge saying exactly which one you are reading.

Feb 14

Early close, marked to market

Added a mark-to-market exit priced at the position's current win probability, less a published penalty, for both products.

Feb 12

Fee schedule defined

Set and published the fee model: an open fee, a profit fee charged only on profit, and an author's cut carved out of the profit fee.

Feb 09

The drawable chart

Built the terminal chart: candles to the left of now, the corridor projected to the right, with grips for angle, width and duration on the same geometry the engine prices.

Feb 06

Span, the volatility unit

Damped the span estimate so duration stays meaningful instead of cancelling against diffusion, which is what makes one corridor the same difficulty on BTC as on TSLA.

Feb 03

The pricing model

Implemented the double-barrier survival probability as a spectral expansion, validated it against Monte Carlo, and derived both multipliers as the inverse of each side's outcome.

Jan 28

Lines, the first product

Designed a position won on the path a price takes rather than its direction, with a neutral backstop as the counterparty and a published fee instead of a hidden edge.