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EVENT-RISK INTELLIGENCE
Institutional intelligence for prediction markets — verified contract semantics, executable liquidity, and auditable market-implied probabilities, built for professional research, risk, and trading workflows.
WHAT WE VERIFY
Every cross-venue contract mapping carries a reviewed state — VERIFIED, PARTIAL, NOT_EQUIVALENT, or UNREVIEWED — never assumed equivalent by default.
Observations carry an explicit freshness and confidence state. Stale data is excluded from a read, not silently reused.
Depth and price-at-size across the book — what a position could actually clear, not just the top-of-book quote.
Source, as-of timestamp, and methodology version travel with every probability and price we publish.
HOW A NUMBER IS BUILT
One real-world event, resolved to a single canonical record — independent of any one venue's wording.
Every venue's contract for that event, compared and assigned a semantic verification state.
Executable liquidity at the sizes that matter, not just a headline quote.
Source, as-of time, and methodology version attached to the result.
WHAT YOU CAN DO
CAPACITY, HONESTLY
The top-of-book price answers one question: what would the next dollar trade at? It does not answer what a real position could clear at size. We compute price-at-size directly from visible depth — and when the book doesn't show enough of it, we say so instead of extrapolating a number that isn't there.
BUILT FOR YOUR DESK
Cross-venue event exposure, mapped to a single canonical event set for research and portfolio construction.
Executable depth and price-at-size across venues, to price and hedge event risk with a clear view of real capacity.
Auditable market-implied probabilities with provenance and methodology attached, built for analysis you can defend.
A venue-neutral reference layer for client-facing event-market context.
Structured, versioned event and contract data for systematic research and backtesting.
HOW YOU GET IT
Predict Here Monitor — our research terminal for event risk. Available to design-partner organizations.
Programmatic delivery for systematic and quant workflows. In design-partner program.
Point-in-time snapshots for research and backtesting. In design-partner program.
GOVERNANCE
Tell us about your workflow and we'll follow up directly.
Sample event
Fed holds rates at September FOMC meeting
Semantics
Venue A “Fed cuts ≥25bps” ↔ Venue B “Fed funds rate decreased”
VERIFIEDExecutable liquidity
| Size | Price at size | Slippage |
|---|---|---|
| $10,000 | 63.4¢ | 0.1% |
| $100,000 | 63.1¢ | 0.5% |
| $1,000,000 | Insufficient visible depth | |
Provenance: Source: illustrative sample data · As of 09:14:02 UTC · Methodology intel-execution-r1@1
