New

Methodology

New

Methodology

New

Methodology

How We Evaluate Markets

A structural framework for identifying market conditions—without predicting outcomes.

The Premise

Structural Failure

Markets fail when their mechanical properties—liquidity, spread dynamics participant composition—create inherent inefficiencies regardless of information quality

Structural Failure

Markets fail when their mechanical properties—liquidity, spread dynamics participant composition—create inherent inefficiencies regardless of information quality

Structural Failure

Markets fail when their mechanical properties—liquidity, spread dynamics participant composition—create inherent inefficiencies regardless of information quality

Informational Failure

Markets fail when participants lack or misinterpret information. This is unpredictable and outside our framework—we don't attempt to evaluate informational edges.

Informational Failure

Markets fail when participants lack or misinterpret information. This is unpredictable and outside our framework—we don't attempt to evaluate informational edges.

Informational Failure

Markets fail when participants lack or misinterpret information. This is unpredictable and outside our framework—we don't attempt to evaluate informational edges.

Prime vs Sub-Prime Markets

Prime Markets

Favorable structural conditions

Adequate liquidity depth

Reasonable spread dynamics

Clear resolution mechanisms

Sub-Prime Markets

Unfavorable structural conditions

Insufficient liquidity

Wide or unstable spreads

Ambiguous resolution criteria

Evaluation Outputs

Markets are classified into one of four structural archetypes based on our evaluation framework.

ARCHETYPE

Prime

Optimal structural conditions. All mechanical factors align favorably.

ARCHETYPE

Hedge

Conditions support risk-balanced positioning. Asymmetric opportunity.

ARCHETYPE

Arbitrage

Cross-market or structural inefficiency detected. Time-sensitive.

ARCHETYPE

+EV

Identifies outcomes where market price understates true probability

Contextual Evaluation

Beyond quantitative structure, we apply qualitative analysis to each market's context. This includes:

Temporal Factors

Time to resolution, event proximity, and catalyst timing.

External Conditions

Platform state, regulatory environment, and market sentiment indicators.

Historical Patterns

Similar market behavior, resolution history, and structural precedents.

What the Methodology Avoids

Outcome prediction or forecasting

Informational or news-based edges

Sentiment-driven analysis

Political or social commentary

Probability assessments on outcomes

Investment or trading advice

FAQs

What Prediction Quant does, what it avoids, and where responsibility lies

A concise explanation of scope, methodology, and decision ownership.

Is Prediction Quant a signals or picks service?

Does Prediction Quant tell me what to bet?

Are all markets scored?

Which platforms does Prediction Quant support?

Will Prediction Quant support trade execution in the future?

Does Prediction Quant guarantee results?

Is Prediction Quant a signals or picks service?

Does Prediction Quant tell me what to bet?

Are all markets scored?

Which platforms does Prediction Quant support?

Will Prediction Quant support trade execution in the future?

Does Prediction Quant guarantee results?

Is Prediction Quant a signals or picks service?

Does Prediction Quant tell me what to bet?

Are all markets scored?

Which platforms does Prediction Quant support?

Will Prediction Quant support trade execution in the future?

Does Prediction Quant guarantee results?

Make fewer decisions. Make them with better structure.

Prediction Quant is decision intelligence for prediction markets. Evaluate market structure, risk geometry, and incentive alignment before risking capital.

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