@StuAC

Heimdall Global - the regulated layer for B2B Prediction Markets: hedging real-world exposure & 24x7 risk transfer #FMI

 Abu Dhabi
heimdall.global
Joined January 2009
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B2B Prediction Markets for 24x7 risk transfer - not who wins the next game. Tools > Toys.
Heimdall Global
@Heimdall_GlobalAug 30
Global supply chains embed locked-in risk premia from raw materials to retailer. The world has long had markets for what we own. The missing layer is a market for what we know.
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Prediction Markets go institutional: A new asset class is scaling rapidly to enable continuous risk transfer - with transparency, unlike insurance. IB+FCM distribution is a core driver; with each contract inspiring and begetting the next. Time to unlock the art of the possible 🪄
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Kalshi now lists perpetual futures on oil and the S&P. Prediction markets are turning into derivatives venues, and that changes what they need underneath.
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more replies
Futures markets solved this with clearing houses decades ago. Event markets are now big enough to need the same thing, running 24x7.
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That's the layer we're building at @Heimdall_Global.
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Tokenised collateral only helps if it can be pledged, margined and settled at any hour. That is the work we are doing at @Heimdall_Global.
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👀
Sam Schwartz
@samschwartz71Oct 7
Prediction markets need to be measured through more than one lens, especially now that longshot combos are increasingly inflating volume. A $5 combo at 0.1¢ adds $5,000 of volume. A $5 bet at 5¢ adds $100. That's 50x the volume, but only 1.2x to 1.5x the fees for @Kalshi.
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Stuart B Richardson retweeted
ARK Funds
@ARK_FundsSep 29
ARK sizes the medium-term prediction market opportunity at $1 trillion to $5 trillion in annual volume. Kalshi handles over 90% of US activity today, and $ARKK, $ARKW, and $ARKF now hold direct exposure. Learn more at ark-funds.com/our-etfs
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Stuart B Richardson retweeted
Heimdall Global
@Heimdall_GlobalOct 7
Replying to @fundstrat
@fundstrat Tom Lee believes we’re not bullish enough @robbiepetersen_ says it’s DeFi’s institutional breakthrough … @Heimdall_Global knows that the rails and infrastructure is the foundation for both
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Most freight and inventory risk is still priced once a quarter, in a contract nobody can trade out of. That is a strange way to run goods markets that reprice every day.
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… and the mechanism that prices taste and judgement is a prediction market.
Chamath Palihapitiya
@chamathOct 2
The future is taste and judgement.
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When staples and freight reprice in hours, a weekly report is too late. You want markets that clear the risk while the physical market is still moving.
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Inventory, freight and delay risk still sit as embedded premia in goods prices. Continuous markets move that risk to people who can hold it. Building that layer at @Heimdall_Global.
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Most prediction-market talk is still “who won.” The useful question is who got to transfer a risk they already run.
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Quick test: if the only person who benefits is the winner of a bet, it is still gambling. If a shipper, mill or retailer can transfer a risk they already run, that is working capital.
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Between order and delivery sits unpriced risk. Continuous markets move it off the operator’s balance sheet. That is where information markets earn their keep. Follow @Heimdall_Global for the FMI build.
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Prediction markets keep getting sold as bets. The useful ones are hedges. If you run inventory, freight or delay risk, that is not entertainment.
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Most talk about prediction markets is still "who won the bet." The economic question is who got to hedge. If a shipper, a mill or a retailer can transfer a risk they already run, that is not entertainment. That is working capital.
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