Hedgehog: Hedge as a Service.
Grunion is building an agentic hedge engine that watches event markets, builds positions, and rebalances them for insurance buyers.
The problem
Prediction markets expose real-time views on event risk, but that signal is still hard to use inside a structured hedge product. The data moves fast, the positions need constant monitoring, and the packaging work is too bespoke for most operators to do by hand. That leaves insurers and other risk buyers with a market signal they can see but cannot easily operationalize.
The product direction
hedgehog is an agentic prediction-market hedge engine. The system is designed to watch event markets, translate that signal into portfolio logic, and keep the hedge moving as the market shifts. The point is not novelty for its own sake. The point is to make a new class of event exposure readable enough to package and manage for a buyer that needs repeatable rules, not a one-off trading thesis.
- Prediction market evaluation framework
- Agentic portfolio construction
- Structured product packaging
Design goals
- Turn raw prediction-market signal into a hedge workflow that can be monitored continuously.
- Move portfolio construction from bespoke analysis to rules a team can inspect and refine.
- Give insurance buyers a path to direct event exposure without the usual custom-structure overhead.
Operational fit
This fits operators thinking about tail-risk products, structured exposure, or event-linked hedging where rebalancing logic matters as much as the opening position. It is not a fit for a buyer that needs a static product with no ongoing monitoring.
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