Senthos turns event contracts into one book you can price, margin, and finance across every venue.
Most risk systems expect prices that drift smoothly to settlement, while event contracts jump straight to zero or one, where the real exposure lives.
The same event trades in fragments, each with its own price and depth. Senthos reconciles them into one mark, with the covariance to hedge it.
Pin the full order book at any point in time, backtest a strategy against the depth that was really there, and simulate slippage, fills, and execution algos before they touch a live market.
Decompose every position into the macro factors that actually drive it, so a book that looks diversified by ticker can't hide one bet in disguise.
Margin sized to the netted, correlated book instead of the gross sum of its legs, so offsetting positions free the capital a venue-by-venue view ties up.
An implied distribution, validated on point-in-time data and scored against what the market actually did, so it holds up as fair value a risk committee can stand behind.
Senthos values event-contract inventory and sets the haircut, so a holder can post it as collateral and borrow cash against it, bilateral or tri-party, on terms a cash lender will actually accept.
Every surface reads from the same engine, so the fair value in the console is the value the SDK returns and the API streams.
Senthos is currently available to a select group of partners.
Reach out and we will be in touch.