What will Hewlett Packard Enterprise Company say during their next earnings call

Computing Liquidity Availability Score from the Orderbook

Step-by-step guide to computing the Liquidity Availability Score in TypeScript and Python, with edge cases for thin orderbooks, missing data, and the warm-cron coverage limitation.

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.

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.

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.

Prediction Market Orderbook Analysis: Reading Depth, Spread, and Liquidity

How to read prediction market orderbooks. Binary settlement, spread-as-percentage, depth asymmetry, executable edge calculation, and cross-venue arbitrage analysis.

US-Iran War and Oil: What Prediction Markets Are Actually Pricing

What prediction markets are pricing for the US-Iran conflict, oil prices, Hormuz disruption, and recession risk. Causal tree analysis with specific Kalshi and Polymarket contracts.