From thesis to position
A good trade connects a clear forecast, a market price, a time horizon, and a risk limit. This category shows how to structure that decision before capital is at risk.
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Strategy
Approaches, risk management and trading playbooks.
6 articles
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Turn market opinions into disciplined decisions.
Prediction market strategy is less about being right once and more about sizing, timing, and repeating decisions with a measurable edge. These articles focus on process, bankroll discipline, and practical trade evaluation.
Risk before return
Position sizing, correlation, liquidity, and exit planning decide whether an edge can survive real market conditions. Strategy content keeps those constraints front and center.
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Bankroll Frameworks for Information Traders: Turning Edge into Repeatable Sizing
A complete bankroll framework for prediction market traders — risk buckets, fractional Kelly, category caps and the journaling discipline that turns i...
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Category Design for Market Discovery: Topic Architecture, Liquidity and SEO
How category architecture shapes user discovery, liquidity clustering, search visibility and signal quality on prediction market platforms — with a pr...
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Forecast Calibration Playbook: How to Measure Honest Probabilities
A complete playbook for measuring whether your prediction market probabilities match reality — with bucket analysis, Brier scoring, and the discipline...
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Binary vs Multiple Outcome Markets: How to Choose the Right Market Structure
Three market structures dominate prediction platforms — binary (Yes/No), multi-outcome and grouped binaries. Learn how each shapes liquidity, payouts,...
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Risk Management for Prediction Market Traders: Sizing, Edge and Bankroll Discipline
Position sizing, edge estimation, Kelly fractions and exit discipline — the boring parts that decide whether you are profitable a year from now in pre...
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