TS Imagine has integrated prediction markets data into its platform to enhance event-based contract accessibility for institutional clients.
The new offering will allow users from institutional firms to leverage market-implied event probabilities within existing risk management workflows.
Through this integration, firms can assess how their portfolios may respond to political, economic, regulatory and geopolitical events, as well as map event scenarios to exposures and sensitivities across asset classes.
Specifically, the resulting signal from this mapping can also be used in stress testing, scenario analysis, value-at-risk and sensitivity workflows.
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“Traditional risk analysis relies on observed market prices, volatility, curves and historical relationships. Prediction markets add a forward looking, event-specific view of how market participants are pricing defined outcomes,” said Rob Flatley, founder and chief executive of TS Imagine.
“By connecting that signal to portfolio positions and existing risk analytics, our clients can translate changes in event probabilities into portfolio-level insight.”
Increasingly, prediction market contracts can be used alongside conventional market and risk data in institutional environments to provide additional signal around events spanning central bank decisions, economic data releases, elections and regulatory developments.
Read more – Prediction markets: Are we betting on the wrong horse?
TS Imagine has continuously supported the uptick in institutional interest in prediction markets, and in April 2026, the firm launched a new event-driven trading automation platform to support institutional desks with streamlining workflows.
The new Automation 2.0 offering is specifically designed to allow desks to define, manage and executive sophisticated rule-based workflows spanning asset classes within a single platform.