Itô (@itomarkets) / X

Itô

45 posts

Itô

@itomarkets

The risk transfer layer for compute | Rent fixed-rate GPU capacity on 30/90/180-day terms | Backed by @alliance

New York, USA

itomarkets.com/compute

Joined January 2026

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657

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Itô
@itomarkets
Jun 27
Introducing the new Itô Indexes: Utilities Energy Agriculture Compute E2E infrastructure with delivery With the Compute Index we are able to provide fixed rate compute rentals with no lock in to interested AI Companies We've just brought on the first company on contract
Itô
@itomarkets
9h
We have initial RFQ data from running our own OTC process both ways, manually and agentically, and this is what we've seen. The process is the same in both cases, four stages: Sweep supplier channels. Ask every supplier relationship who has capacity, at what term, in which
Itô
@itomarkets
23h
Forward Deployed Quant. NYC. Price GPU contracts. Design hedges. Ship code. x.com/i/jobs/2078290…
Itô
@itomarkets
Jul 17
There is no single price of compute. We run a harvester that aggregates GPU rental quotes across the venues we can reach programmatically: the Azure Retail Prices API, RunPod, Vast.ai, and the SemiAnalysis public contract preview. On July 4 it collected 1,417
Itô reposted
cogsec
@affaan
Jul 17
forwards on spot price indexes will serve as a good reference but as the fungibility point was broughly up, each cluster is not the same, the gap that exists between the spot forward and where term contracts clear (1y, 3y, 5y) - that gap is what the otc layer prices the oil
Tarek Mansour
@mansourtarek_
Jul 14
Today, we launched GPU compute forward curves derived from our prediction market prices. Forward curves are now available on Nvidia B200. H200, and A100 chips. Forward curves track implied future prices. They are how mature commodity markets form expectations, allocate capital,
Itô reposted
cogsec
@affaan
Jul 17
what a journey its been we’re only just getting started it’s full steam ahead, shipping faster, closing faster, posting more at Itô we are redefining the way compute (then other neo and traditional highly inelastic demand side) goods move hands across the globe (and beyond)
Alliance
@alliance
Jul 16
Article
ALL17 Demo Day Overview
Introducing the 16 new startups from Alliance’s ALL17 cohort. 2089 applications → 16 teams graduated → 0.7% acceptance rate Half the teams had successful exits before applying to Alliance. 44% of...
Itô
@itomarkets
Jul 1
This is the thesis that we are taking as well as other great platforms like @adjacent___
sysls
@systematicls
Jul 1
This is such an underrated view. It feels inevitable to me that non-expiring indices that can capture "directional" moves in one "basket of reality" will end up dominating prediction markets. It is generally hard for an average consumer to roll event contracts into expressing
Itô reposted
cogsec
@affaan
Jun 28
he's absolutely right we're building inference, electricity and energy baskets composed of the relevant markets as the underliers, dynamically hedged and rebalanced to satisfy the explosion of demand thats already here and will be coming in hordes in the short to mid horizon
alli
@sonofalli
Jun 28
husband couldn’t sleep last night because he had nightmares about how “inference markets will be an order of magnitude larger than anything we’ve ever seen before”
Itô
@itomarkets
Jun 28
Article
Itô Research, Market Color, Volume I: The Hormuz Whipsaw (Week 4 June 2026)
A drone strike on a tanker reignited the U.S.–Iran war days after a ceasefire, driving Itô's Middle East and Oil baskets sharply higher while a fading pandemic scare and calmer macro deflated the...
Itô
@itomarkets
Jun 27
Replying to @itomarkets
With the Electricity Index we are able to provide fixed rate contracts on NYISO, PJM West and ERCOT regional prices anchored to the national average. Lock in your power costs with no lock in flexibility.
Itô
@itomarkets
Jun 27
With the Energy Index we are able to hedge the cost of powering and moving the physical economy in one basket - natural gas, gasoline and Brent crude. If any of the indices interest you, email [email protected] for access.
Itô
@itomarkets
Jun 22
update - no more underscore in the big leagues now
Itô
@itomarkets
Jun 22
Itô Research Grant - free API access to our institutional data plane * L2 orderbooks: Polymarket, Kalshi, Hyperliquid * Basket indices: NAV, weights, returns * Algorithmic Backtesting: hosted backtesting For academics, quants and researchers Apply: itomarkets.com/research-progr…
Itô
@itomarkets
Jun 22
Thanks to @SamTinnerholm for providing some of the data. See Data sources for usage guidelines and licensing.
Itô
@itomarkets
Jun 19
This is an excellent list - thank you, @lzminsky, for the shoutout. Please also check out Lauris’ research; he’s doing amazing work. We are excited to work in the structuring of prediction markets and to continue our mission to make prediction markets institutional-grade, if
Lauris
@lzminsky
Jun 19
If we’re pointing at track record / pedigree x Execution x Thesis, I would recommend looking into these teams - @pumpcade - @itomarkets - @DaedalusRsch - @functionspaceHQ - @Polysights - @ForecastFDN - @gondorfi Some target similar problems but are sufficiently
Itô
@itomarkets
Jun 17
This is exactly why we build baskets and price them at NAV. Structuring prediction markets this way lets the underlying markets keep their idiosyncratic beta profile while removing their idiosyncratic duration, which opens up new high-beta strategies.
good
@thenarrator
Jun 16
one of the hardest unsolved problems in prediction markets: turning them into insurance, yield, or lending products when the underlying risk is fundamentally idiosyncratic the primitive is powerful but the risk profile is what makes it nearly impossible to financialize with