Quantitative trading firm using Bayesian inference and ML in binary outcome markets.

Bayes Street operates at the intersection of probabilistic modeling, machine learning, and market microstructure in information-driven environments.

News

Bayes Street Posts 69% Month

Quantitative trading firm using Bayesian inference and ML in binary outcome markets.

Bayes Street operates at the intersection of probabilistic modeling, machine learning, and market microstructure in information-driven environments.

News

Bayes Street Posts 69% Month

Quantitative trading firm using Bayesian inference and ML in binary outcome markets.

Bayes Street operates at the intersection of probabilistic modeling, machine learning, and market microstructure in information-driven environments.

Bayes Street

Bayes Street is a quantitative trading firm focused on extracting signal from noisy, information-driven markets. We combine Bayesian statistics, machine learning, and probabilistic modeling to continuously update our view of the world as new data arrives.

Our approach treats markets as dynamic inference problems rather than static price series. Models are designed to adapt, recalibrate, and respond to shifting distributions of outcomes across time-sensitive events and structured contracts.

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How We Win

Trade at High-Frequencies

Acting on probabilistic signals across fragmented, fast-moving markets.

avg daily return

We Build the Thesis

Model-driven learning and signal refinement across evolving data.

Rolling 7-Day Return

Win over Time

System-level performance from sustained probabilistic edge.

Rolling 30-Day Return

How We Win

Trade at High-Frequencies

Acting on probabilistic signals across fragmented, fast-moving markets.

avg daily return

We Build the Thesis

Model-driven learning and signal refinement across evolving data.

Rolling 7-Day Return

Win over Time

System-level performance from sustained probabilistic edge.

Rolling 30-Day Return

How We Win

Trade at High-Frequencies

Acting on probabilistic signals across fragmented, fast-moving markets.

avg daily return

We Build the Thesis

Model-driven learning and signal refinement across evolving data.

Rolling 7-Day Return

Win over Time

System-level performance from sustained probabilistic edge.

Rolling 30-Day Return