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Predict the future of corporate credit markets more accurately — and monetize that edge.

Deep Market Making’s Large Event Models (LEMs) estimate the probability distribution of next market events in real time. Endorsed by JPMorgan and Goldman Sachs, our approach drives tighter pricing, stronger execution quality, and better risk-adjusted P&L outcomes versus legacy pricing stacks. We are backed by SenaHill Partners, 46VC, and CEAS Investments.
Stylized chart showing observed prices and predicted market trajectory
Higher Predictive AccuracyReduced pricing error versus incumbent evaluated pricing approaches.
Faster Decision VelocityProbabilistic forecasts that improve trader and PM response time.
Measurable Economic ImpactExecution quality, spread capture, and enterprise risk efficiency at scale.
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