About Moretus
Research at the speed of markets.
Moretus works at the intersection of fundamental modelling, market microstructure and systems engineering. Our focus spans financial markets and sports prediction markets.
The work
From an underlying event to a market price.
A price compresses a great deal of information into a single number. We are interested in the work behind that number: understanding what drives an outcome, estimating its probability, and studying how information reaches the market.
That connects research to engineering. A useful model needs reliable data. A trading decision needs to account for liquidity, execution costs and risk. And a system operating at high frequency needs to be understood under pressure, down to the details.
How we think
The details are the work.
Understand the mechanism
Start with the process that produces an outcome. Give each assumption a reason to be in the model.
Make uncertainty explicit
Examine calibration, changing conditions and the cases where a model breaks. A useful result includes its limits.
Follow through to execution
Trace an idea through data, code and market behaviour. Latency, reliability and transaction costs belong in the same conversation as predictive power.
A direct conversation
Meet the founder.
Moretus was founded by Oskar Goyvaerts. For questions about the work, a possible collaboration, or where your experience might fit, get in touch directly.
Work with us