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  5. Prediction Market

Prediction Market

Definition

A Prediction Market (also known as an information market, decision market, or event derivatives) is an exchange where people trade contracts linked to future events. Winning shares pay $1, losing shares pay $0. Prices approximate probabilities.

How It Works

Prediction markets operate on the principle that market prices can reflect the collective wisdom of all participants:

  1. Market Creation: A clear question with verifiable resolution criteria is defined
  2. Trading: Participants buy and sell contracts based on their beliefs
  3. Price Formation: Supply and demand determine prices, which represent implied probabilities
  4. Resolution: When the event occurs, winning contracts pay out
  5. Settlement: Winners receive payouts, losers receive nothing

Why Markets Are Accurate

  • Incentive Alignment: Participants profit from being correct
  • Information Aggregation: Markets incorporate dispersed information from many sources
  • Self-Correction: Arbitrageurs correct mispricings
  • Continuous Updates: Prices adjust in real-time as new information emerges

Applications

  • Political Forecasting: Election outcomes, policy decisions
  • Economic Indicators: GDP, unemployment, inflation forecasts
  • Corporate Decision-Making: Project timelines, sales forecasts
  • Research: Replication markets, scientific predictions
  • Entertainment: Awards shows, sports outcomes

Related Terms

  • Binary Market
  • Categorical Market
  • Contract
  • Resolution
  • Price Discovery
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