USDC depeg by December 31?

Liquidity Availability Is the Real Edge in Prediction Markets

Implied yield, cliff risk, and overround all describe what to trade. Liquidity Availability Score describes whether the orderbook can absorb the trade. Why LAS is the indicator that decides who actually books P&L.

US Recession 2025? What 1% Prediction Market Odds Get Right—and Wrong—About the Cycle

Prediction markets put 2025 US recession odds near 1%, while yield curves, economic indicators, and institutional forecasts point to much higher risk. This deep dive compares market pricing to historical base rates, Federal Reserve policy, and forecasting models to see if investors are underpricing recession risk.

Prediction market liquidity: why depth matters more than volume for serious traders

Why orderbook depth matters more than volume for prediction market traders. Real Kalshi examples, liquidity scoring framework, and how to avoid slippage.

The Vig Wall: Why Multi-Outcome Events Have a Hard Overround Floor

On a multi-outcome prediction-market event, the sum of YES prices is almost always over 1.0 by 2-4 cents. That floor is the makers' adverse selection charge, and trading EE arbs smaller than the wall is paying makers.

Reading Prediction Market Orderbooks: Liquidity, Spread, and When to Enter

How to read prediction market orderbooks on Kalshi. Covers bid-ask spread analysis, liquidity scoring, executable edge calculation, and when thin markets are opportunities vs traps.

Kalshi vs Polymarket: Which Prediction Market Should You Trade?

In-depth comparison of Kalshi and Polymarket for prediction market traders. Regulatory structure, liquidity, fees, API tooling, and cross-venue trading with SimpleFunctions.