What will United States representative(s) say during Maintenance of peace and security of Ukraine - Security Council

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.

Maker / Taker Regime in Prediction Markets: How to Read the Orderbook State

Three regime states (maker-dominated, taker-dominated, neutral) and how to read which one a Kalshi or Polymarket contract is in. Strategy follows regime, not thesis.

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.

Why P/E Ratios Don't Port to Prediction Markets — and What Does

Equity P/E assumes an earnings stream and a continuous price. Binary prediction-market contracts have neither. The right analog is implied yield, not P/E.

Implied Yield vs Raw Probability: Why Bond-Adjacent Prediction Markets Need a Different Lens

Why fixed-income-adjacent prediction-market contracts need to be priced in implied yield, not raw probability, with two real Kalshi Fed-decision contracts as a case study.