Lifetime trading volume
Capital deployed through live market operations across prediction-market and sports-market infrastructure.
Institutional prediction-market liquidity
Liquidity for event markets. Reliable depth. Efficient execution.
Imawhale PM quotes active prediction markets across sports, economic releases, crypto, and global events with disciplined risk management and multi-venue execution.
Market Depth / NFL-CHAMP
Live
0.57
14,209
0.56
22,884
0.55
41,360
Spread 2¢ / Mid 0.54
0.53
31,540
0.52
18,773
0.51
27,905
NFL Conference Winner54¢Kalshi
Fed Target Range32¢Kalshi
BTC Weekly Close68¢Polymarket
NBA Finals Series48¢Kalshi
Inflation Print41¢Kalshi
World Cup Champion61¢Polymarket
NFL Conference Winner54¢Kalshi
Fed Target Range32¢Kalshi
BTC Weekly Close68¢Polymarket
NBA Finals Series48¢Kalshi
Inflation Print41¢Kalshi
World Cup Champion61¢Polymarket
Operating scale
Built for active event markets.
Imawhale PM combines capital, models, and venue-specific execution systems to keep active prediction markets tradable as news and prices move.
Markets quoted
Coverage spans sports, economics, crypto, and global-event contracts where liquidity has to adjust quickly.
Tight two-sided quoting
Example market display: 53¢ bid / 55¢ ask with meaningful size posted on both sides.
Live markets watched daily
Risk checks monitor hundreds of contracts so prices can refresh as news, odds, and venue depth change.
Founder-led market risk
Shane Sigsbee has built trading operations across derivatives, staking, sports markets, and prediction-market liquidity.
Quote pipeline
From signal to executable quote.
Market data, domain inputs, fair-value models, and exposure limits all feed the same decision loop before liquidity is posted.
Ingest real-time inputs.
Venue depth, market prices, sports schedules, injury news, macro calendars, and proprietary signals feed the pricing layer.
Price fair value.
Models translate those inputs into event probabilities by contract, venue, time horizon, and correlated outcome.
Control correlated exposure.
Limits are set across related teams, outcomes, markets, and venues before size is shown to the market.
Refresh across venues.
Execution logic narrows, widens, pauses, or reroutes quotes as prices move and available liquidity changes.
Quote examples
Two-sided liquidity, shown in market terms.
These examples show the shape of the liquidity we care about: price, spread, posted size, category, and venue.
imawhale / quote-monitor
Refreshing
NFL-CHAMP
Kalshi / Sports
Bid53¢ x 300,000
Ask55¢ x 300,000
Spread2¢
Notional$4.8M
NBA-SERIES
Kalshi / Sports
Bid47¢ x 50,000
Ask49¢ x 50,000
Spread2¢
Notional$3.1M
FED-TARGET
Kalshi / Economics
Bid31¢ x 100,000
Ask33¢ x 100,000
Spread2¢
Notional$12.7M
Venue coverage
Active coverage across event-market venues.
We provide production liquidity where access is live and support launch planning where new products are still opening.
Kalshi
Active liquidity for CFTC-regulated event contracts across sports, economics, and global events.
Polymarket US
Active two-sided liquidity across high-volume sports and global-event markets on Polymarket US.
Crypto.com US
Monitoring and liquidity planning for event-market products as contract coverage and access expand.
Private venues
Market design feedback, launch consultation, and liquidity planning for teams building new venues.
Market context
Prediction markets are moving into scale.
External coverage points to the same structural need: more venues, more active contracts, and more demand for reliable liquidity.
CNBC
December 2025
Prediction-market volume is scaling quickly.
Industry coverage points to a much larger addressable market for exchanges that can support reliable depth.
KPMG
September 2025
Regulation and adoption are converging.
KPMG's overview tracks how legal clarity, exchange distribution, and institutional interest are reshaping the category.
CoinDesk / Citizens
February 2026
Revenue potential extends into 2030.
Citizens' market sizing highlights why venue operators are investing in liquidity, product coverage, and execution quality.
Founder-led risk infrastructure
Founder-led trading infrastructure.
Shane Sigsbee founded Imawhale PM after building capital-allocation and trading operations across derivatives, staking, and sports markets.
2007Equity derivatives at CBOE after Notre Dame finance.
2009Imawhale Staking Group, capital allocation and risk management across high-variance talent portfolios.
2014Imawhale Sports, model-driven sports-market trading and execution systems.
2025Imawhale PM, two-sided prediction-market liquidity.
Partner with liquidity
Bring deeper liquidity to high-demand markets.
For exchanges and venue operators that need reliable market coverage, launch support, or deeper liquidity in high-demand contracts.