Flow-First Derivatives
Ballast gives desks a direct surface to trade global trade logistics — canal capacity, port queue-days, reroutes, and arrival risk. No proxies, no guesswork — just the flows that move fuel, freight, and supply chains.
Geopolitics reroutes flow
Ballast lists the chokepoint outcomes that move freight, refined product, and container supply in real time.
Pro-grade market design
Range-bound scalars, conditional spreads, and options tuned for desks hedging arrival and queue risk.
Tamper-proof settlement
Weekly T+1 cuts sourced from official telemetry and hashed attestations for auditability.
Binary · Next week > 65 queue-days
Conditional Brent–Dubai if locks < 30 transits
Scalar · 7-day transit calls range 18 – 32
Why Ballast exists
Flat price never told the whole story. Ballast turns chokepoint congestion, transit calls, and queue-days into standardized markets so hedgers and speculators can trade the state of global supply routes directly.
Ballast lists chokepoints, ports, and route states directly — no more stitching crude, freight, and optionality to mimic logistics risk.
Canal droughts, sanctions, labor actions, and security shocks reshape supply lines weekly. Ballast lets you express those views with clean convexity.
Weekly T+1 snapshots from official telemetry, hashed and attestable, keep every contract grounded in objective data.
Event-style derivatives now have a viable path. Ballast packages them for desks that live in trade and energy logistics.
Product Slices
Each surface pairs a Hyperliquid-style interface with logistics-specific semantics.
Suez — 7-day average < 30? (Week 42)
Express arrival risk directly with maker credits and deterministic cutoffs.
Malacca — Next-week transit calls
Trade the level, not the narrative, with range-bound scalars.
Brent–Dubai if Red Sea Congestion > Z
Compose logistics risk with benchmark price relationships.
Queue-days index — calls & puts
Convexity and Greeks tuned for forecasters and desk hedging.
Settlement you can audit
Immutable proofs, official telemetry, and tamper-evident snapshots.
The Ballast Stack
Every layer is auditable and optimized for multi-basis trading desks.
PortWatch, AIS, and customs partners → normalized calls, tonnage, queue-days.
Snapshotting, hashing, attestations, and a transparent dispute window.
Binaries, scalars, conditional spreads, and options with logistics-aware ticks.
Maker incentives, quoting bots, and calendar concentration for deep books.
Pro app, websockets, REST, and webhook notifications for desks & partners.
Future layers: containers, LNG, rail, and trucking indices built on the same rails.
Why Ballast
Compare the design goals powering Ballast versus prominent event markets.
| Dimension | Ballast | Polymarket | Kalshi |
|---|---|---|---|
| Focus | Trade flows (ports & routes) | General events | Regulated macro events |
| Instruments | Flow binaries, scalars, conditional spreads, options | Mostly binaries | Binaries and spreads |
| Settlement | Official telemetry, hashed proofs | Mixed sources | Mixed sources |
| Audience | Traders, shipping desks, hedgers | Retail prediction markets | Regulated speculators |
Trade flows (ports & routes)
General events
Regulated macro events
Flow binaries, scalars, conditional spreads, options
Mostly binaries
Binaries and spreads
Official telemetry, hashed proofs
Mixed sources
Mixed sources
Traders, shipping desks, hedgers
Retail prediction markets
Regulated speculators
How it works
Designed for both idea velocity and back-office assurance.
Documentation
Dive into methodologies or wire the API into your stack. Both start here.
Settlement rules, observation windows, and telemetry sources.
Market specs, websockets, and integration quick starts.
