Prophet Lab
The AI-native fund that compounds with every leap in AI.
Bridging traditional finance and event markets through AI-driven probability extraction, autonomous agents, and closed-loop alpha.
Live PnL · Past 30 days
Mar 12 – Apr 12, 2026
+12.59%
realized, net of fees
The Engine
AI-Native Trading Pipeline
A self-evolving 24/7 system that scans broadly, reasons deeply, and gets smarter after every trade.
Broad Scan
State Dept, UN Security Council, FRED, SEC, NWS, Twitter/X, Reuters — 6 source types monitored 24/7
Contract Pair Discovery
Finds correlated contracts cross-platform — structural mispricings between Kalshi & Polymarket
Real-Time Probability Update
Breaking events instantly update P(event) — e.g., diplomatic tweet → P(conflict ends) shifts in seconds
Human-in-the-Loop
Low-confidence signals pause for review via Telegram. Arb: 5min expiry. Directional: 30min.
Evolve & Auto-Execute
Wrong predictions → reflection → improved priors. Confident patterns graduate to full automation.
Structural Advantage
Why AI-Native Changes Everything
Breadth No Human Can Match
A human analyst covers 5–10 markets. Prophet Lab scans 6 source types and 1,000+ contracts simultaneously, finding non-obvious correlations across exchanges.
Deep Reasoning Across Scenarios
Multi-hop reasoning: 'If Trump tweets X, what does that imply for contract Y given causal constraint Z?' Autonomous tool calls per signal convert raw news into probability-weighted edge.
Compounds With Every Trade
After each resolved contract, the system reflects to identify wrong probability estimates and updates priors. Confident strategies graduate from human-approval to auto-execute.
Track Record
Proven Edge in Geopolitical Contracts
Live, settled winning positions on Polymarket — US–Iran diplomacy, Russia–Ukraine front lines, and cross-border policy. Real capital, real resolution.

Live screenshot shared by a client with their consent — settled winning positions on Polymarket.
Systematic Edge
Weather Markets — Statistically Significant Alpha
A live strict-prior climatology model that identifies when Kalshi's daily HIGH × LOW implied range overprices realized diurnal temperature range. Tails sold systematically across 14 US cities.
≈ 4.2
Estimated annualized Sharpe (backtest, net of 7% fee)

Team
Quant Trader + AI at Scale
Peter Wei
Founder
- Barclays — Boosted market share 12x via ML, top market maker on Wall Street
- C3.ai — Senior AI Scientist: enterprise AI for Bank of America, AMD
- MS Financial Engineering — UC Berkeley
- MS Computer Science — Georgia Tech
Strategic Advisor
Top-Tier Hedge Fund PM
- Portfolio manager at a top-tier hedge fund
- Former quant trader — event-driven strategies, stochastic process pricing, volatility arbitrage
- Mathematical Olympiad gold medalist
- Long-standing collaboration with Peter
Vision
The AI-Native Fund Thesis
Prediction markets are our proving ground, but the real thesis is larger: AI agents that react to real-world events in real time will transform every event-driven market. By building Prophet Lab, we are developing the infrastructure for how AI agents price, trade, and make decisions under uncertainty — with natural expansion into macro trading, event-driven equities, catastrophe bonds, and any domain where outcomes are binary and information is asymmetric.
Waitlist
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Let's Talk
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