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Structured ProductsRoadmap

Primitives that sit on top of the engine

Advanced financial instruments built on the Laytus correlation engine, rebuilt transparently on-chain

The StackOn the Engine
01Principal-Protected Notes
02Conditional Forwards
03Senior / Junior Tranches
04Event-Driven Rotation Vaults
coreCorrelation Engine

One pricing core powering every product above it

The Idea

Beyond parlays, into real primitives

Once the correlation engine is the source of truth for how prediction markets move together, real financial products can sit on top. Each runs in its own segregated vault and shares the same pricing core

Principal-Protected Notes

Keep your principal, get free upside

Most of your deposit sits in tokenized Treasuries that mature back to par. The rest rides a prediction market composite. Win, you earn a bonus; miss, you still get your deposit back

1

Deposit USDC; the protocol splits it between Treasuries and a composite

2

The Treasury portion earns yield and matures back to par

3

The composite rides a macro theme you pick

4

At maturity, you receive your principal plus any composite profit

Protection
Tokenized Treasuries
Upside
Prediction composite
Term
Fixed at entry
Receipt
One on-chain note

Conditional Forwards

Buy a stock at a locked price if an event happens

Lock a purchase price for a tokenized stock that only executes if a prediction market event resolves yes. Win the event, you buy at your locked price; lose, your deposit returns. Tradeable before resolution

1

Pick a tokenized stock and the condition event; Laytus prices the forward

2

Lock USDC in escrow and receive a conditional position token

3

Trade that token on the built-in marketplace before resolution

4

Yes resolves the stock; no returns your USDC

Underlying
Tokenized equities on-chain
Pre-resolution
Tradeable on-chain
Trigger
Any supported event
Settlement
Atomic on resolution

Senior / Junior Tranches

Pick your risk: steady yield or leveraged upside

The LP vault splits into two tiers. Senior gets paid first at a target yield, protected by a junior buffer. Junior absorbs the first losses but keeps the excess. Same structure CDOs use, rebuilt transparently on-chain

1

LP capital splits into a senior tier and a junior tier

2

Income flows through a waterfall, senior paid first

3

Losses hit junior first; senior is only touched if junior is depleted

4

On-chain covenants enforce the coverage ratio automatically

Senior
Target yield, protected
Junior
First loss, residual upside
Waterfall
Enforced on-chain
Covenants
Auto-triggered

Event-Driven Rotation Vaults

A rules-based portfolio driven by prediction markets

Holds tokenized equities and rotates between growth and defensive exposure on live prediction market probabilities. When a signal crosses its threshold, the vault rebalances. No human discretion

1

Deposit USDC; the vault buys a diversified basket

2

On-chain keepers watch prediction market probabilities

3

When a signal crosses its threshold, the vault rebalances with time-weighted pricing

4

Your shares reflect the portfolio’s value at any point

Strategy
Rules-based macro
Signals
Prediction market probabilities
Execution
Time-weighted rebalances
Discretion
None
Why We Built This

Public-market instruments, finally on public infrastructure

Structured products should be transparent by default. No desk between you and the risk, no black-box waterfalls, no opaque rebalancing. Every piece enforced in code and visible on-chain