Event market implied probability C
In use12m window · Continuous · 4 gates
Prediction & odds
A price is a market’s guess at a discrete event, not the event itself. The desk reads the number and the depth behind it together.
Series held
01
Fastest cadence
Continuous
Dominant class
C
Published this cycle
01
Supports
What a priced, resolvable market expects of a discrete event, recorded with the book depth behind the price.
Does not support
A forecast in the ordinary sense. Thin books price attention as much as odds, and a resolvable contract is not always resolvable the way the question implies.
Series boardState as of the last write. Readings are zeroed until the desk publishes.
Unregulated offshore book pricing D
Not admittedCounterparty risk and wash-trading cannot be ruled out.
Published from this family
Prediction markets
Priced expectations of discrete events
Thin liquidity
RefusalUnregulated offshore book pricing — Counterparty risk and wash-trading cannot be ruled out.
How the desk reads this family
Read depth before price
A move on ten dollars of volume is not a signal.
Check the resolution criteria
What the contract actually settles on, not what the ticker implies.
Compare across venues
One book pricing an outcome oddly is a venue problem, not a finding.
State the falsifier
The liquidity or resolution event that would undo the read.
Known blind spots
- Contracts with no meaningful depth
- Ambiguous or disputed settlement criteria
- Venues the desk cannot verify for wash trading
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