Operating Entity
Whirlwind Trading LLC is a New York-based single-member LLC in good standing within its jurisdiction.
New York proprietary trading operation
Systematic prediction-market infrastructure built for scale, risk control, and real PNL.
Whirlwind Trading is seeking individuals or entities interested in acquiring, partnering, or learning more about proprietary IP developed for a systematic trading operation.
The infrastructure supports market making across hundreds of markets, thousands of quotes, and tens of thousands in live risk. The platform is driven by proprietary models stacked into a multi-strategy framework designed for sustainable alpha.
Founded in November 2024, Whirlwind began as a passion project and developed into an institutional trading operation with an active Kalshi institutional account.
Whirlwind Trading LLC is a New York-based single-member LLC in good standing within its jurisdiction.
The business has been built for professional solutions and future growth across strategies and optimizations.
A one-person build with direct ownership of strategy research, software, operations, and market execution.
The core architecture began running regularly in February 2026 and is designed around modular services, durable data capture, and strategy-level risk controls.
Dockerized services separate market data, strategy logic, order management, risk controller, and data recorder.
Data is passed through Redis so each microservice can operate within a defined domain and support 1,000+ order messages per second.
Compressed data packets store every order, quote, and relevant message, creating more than 100 GB of compressed market, strategy, and state packets.
The core strategy is an exclusive, quantitative model that offers competitive pricing at superior speed to a variety of market participants.
Figures are self-reported operating metrics from April 2026 onward.
contracts traded weekly
traded weekly
winning days
weekly PNL
realized alpha
high turnover
Whirlwind came out of a long-running focus on derivatives, market making, probability, and prediction-market inefficiencies.
Years of work across derivatives, options, relative value, trading competitions, finance coursework, and quantitative finance communities.
Kalshi activity revealed repeatable systematic opportunities, leading to the formation of Whirlwind Trading and commitment to the space.
A hand-traded inefficiency became a modeled, containerized system capable of operating across hundreds of markets simultaneously.
The best fit is likely a sophisticated prediction-market participant, market-structure trader, or systematic trading operator.
Send a short note and the conversation can move to business email for additional materials, diligence, and fit.