zimmërTRADING Portfolio

Independent research & execution

EST. 2026

Systematic thinking.
Disciplined execution.

Zimmër develops algorithmic trading systems for prediction markets, connecting market observation, explicit decision rules, and controlled execution.

View execution report
A project by De’Mondre ZimmermanPrediction markets Trading infrastructure

01 — Execution

Recorded market activity

25—29 September 2026Snapshot · 29 Sep, 12:07 p.m. CT

An aggregate view of recorded live fills, drawn from the exchange execution ledger.

Unique live fills
45
Orders with fills
44
Calendar dates
5

Fixed historical snapshot. September 29 includes activity through the capture time.

Daily fill activity

Fill events / Central Time
  1. 12
  2. 5
  3. 15
  4. 11
  5. 2
One event per unique exchange fill ID. Multiple fills may belong to one order. *Partial day. Counts measure execution activity; they do not measure investment returns.

02 — Operating approach

A defined process.
An accountable record.

Each stage connects a trading decision to the conditions, controls, and exchange records behind it.

  1. 01

    Observe & evaluate

    Collect market prices and timing. Evaluate candidates against explicit strategy rules.

  2. 02

    Control exposure

    Apply risk budgets, exposure limits, and operator permissions before an order is submitted.

  3. 03

    Execute & reconcile

    Track order status and synchronize exchange fills into the ledger to establish what actually traded.

03 — Research

The work behind
the system.

Working Paper 04 · Published 7 November 2026

Learning to Keep the Edge

The first seven weeks of Zimmër: reconciled Kalshi results, the V3 reversal, Roll and Tide’s paper record, and the next market-making study.

Read the paper

Earlier papers include The Price of a Winning Streak, How an 88% Win Rate Lost Money and Building a Research Process for Energy Markets.