Prediction Market

30 articles

Industry News

Prediction Market Reviews Converge: Fees, ID Checks, State Limits

CardPlayer, Goal, and SportsBettingDime each publish Best Prediction Markets developments that converge on the same operating shift: CFTC-regulated exchanges Kalshi and Polymarket require government ID verification before trading, publish per-contract fees that differ between venues, and exclude.

2026-09-05 · 4 min read

Industry News

Michigan Injunction Blocks Kalshi Sports Markets: $500K Daily Fine

The Michigan developments converge on one shared change: a named venue, Kalshi, must keep sports event contracts out of a specific state or absorb a quantified daily penalty.

2026-09-03 · 4 min read

Industry News

Three Outlets Confirm the Same Best Developments in Prediction Markets

Three independent reviews published in August 2026 agree on the core Best developments in prediction markets.

2026-08-31 · 4 min read

Industry News

What Kalshi's Five MLB Club Deals Actually Confirm

Can Kalshi's five new MLB club partnerships tell anyone tracking Ether futures and adjacent derivatives something reliable about the prediction-market pipeline? Yes, but only in a narrow sense.

2026-08-26 · 5 min read

Trading Strategy

Prediction Market Portfolio Risk

Prediction market portfolio risk comes from clustered event exposure, resolution uncertainty, thin liquidity, and position sizes that look small alone but become large together. This guide explains how to map and control those risks.

2026-08-23 · 7 min read

Research

Event Contracts vs. Price Contracts: Two Different Ways to Express a Market View

A price contract pays according to how far a market moves; an event contract pays a fixed amount according to whether a defined outcome occurs. The two express a view in structurally different ways, with different risks.

2026-08-23 · 6 min read

Trading Strategy

Time Decay in Event Markets: What Changes Near Deadline

Event market time decay changes risk as a prediction market approaches its deadline. This guide explains how shrinking time, new information, liquidity, and resolution rules affect position sizing near settlement.

2026-08-22 · 6 min read

Trading Strategy

Liquidity Near Event Settlement

Liquidity near event settlement can change quickly as prediction market contracts move from probability trading to resolution risk. Traders should review spreads, depth, timing, position size, and whether an early exit is realistic before the final window.

2026-08-22 · 6 min read

Trading Strategy

Hedging Event Exposure Without Overconfidence

Hedging event exposure can reduce one defined risk, but it does not make an event trade safe. This guide explains how to size event hedges, check contract wording, and avoid treating partial offsets as certainty.

2026-08-22 · 7 min read

Trading Strategy

Correlated Event Exposure in Prediction Markets

Correlated event exposure happens when several prediction market positions depend on the same underlying driver. This guide shows how to group related contracts, estimate cluster risk, and avoid mistaking many event tickets for true diversification.

2026-08-21 · 6 min read