Convex Lake is now an Academic Research Partner of the Center for Mathematical Finance (CMF), a project-based international quant finance program running since 2007. CMF brings together exceptional students, researchers and industry practitioners to work on real problems in quantitative finance, artificial intelligence, data science and, lately, digital assets.
Prediction markets and crypto derivatives fit that last part well. Order books that update thousands of times an hour. Markets that settle to a real, checkable outcome instead of a model's guess. And a data problem that usually blocks the research before the modeling even starts.
As a partner, we give CMF-affiliated researchers and students access to historical and real-time trade, order book, and volatility surface data across Kalshi, Polymarket, Predict.fun, Limitless, Deribit, and Binance options, the same data in our API docs, for coursework, theses, and independent projects.
Not exclusive to CMF. Doing academic research on prediction markets or crypto derivatives and need data? Use the contact form on our homepage and tell us about the project. We read these ourselves.

