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How Prediction Markets Work: Trading Mechanics Explained

Learn how prediction markets operate: order books, AMMs, shares, settlement, and payouts. Understand the complete trade lifecycle from entry to resolution.

ANAndy Nasi
5 min read
Updated Jan 15, 2025

How Prediction Markets Work

Understanding the mechanics of prediction markets helps you trade more effectively. This guide covers the complete lifecycle of a trade, from market creation to payout.

Disclaimer

This is educational content explaining market mechanics. Trading involves financial risk. Always read platform-specific rules, as implementations vary between Polymarket, Kalshi, and other platforms.

The Trade Lifecycle

Every prediction market trade follows the same basic process:

Market Creation

A platform creates a market around a specific question with clear resolution criteria. For example: "Will the Federal Reserve raise rates in March 2025?" The rules specify exactly how the outcome will be determined.

Trading Opens

Traders begin buying and selling Yes and No shares. Initial prices may be set by the platform or emerge from early trading activity. Market makers often provide initial liquidity.

Price Discovery

As more traders participate, the price converges toward the market's collective estimate of the probability. Prices fluctuate as new information becomes available or as sentiment shifts.

4

Event Occurs

The real-world event takes place. The Federal Reserve announces its rate decision, an election concludes, or the specified date arrives.

5

Resolution

The platform determines the outcome based on predefined rules and sources. This might involve checking official announcements, news reports, or oracle systems.

6

Payout

Winning shares pay $1. Losing shares pay $0. Winners receive their payouts, and the market closes permanently.

Binary Markets Explained

Most prediction markets use a binary (Yes/No) structure:

Binary Market Structure

Every binary market has two types of shares:

  • Yes shares pay $1 if the event occurs
  • No shares pay $1 if the event does not occur

The prices of Yes and No shares typically sum to approximately $1 (minus fees). If Yes trades at $0.65, No typically trades around $0.35.

Example Trade

Suppose you believe the Fed will raise rates (currently priced at 65% probability):

ActionYou BuyCostIf Yes WinsIf No Wins
Buy Yes100 Yes shares$65Receive $100Receive $0
Buy No100 No shares$35Receive $0Receive $100

Your potential profit depends on your cost basis and the final outcome.

Trading Mechanisms

Different platforms use different systems to match buyers and sellers:

Used by: Polymarket, Kalshi

An order book displays all buy orders (bids) and sell orders (asks) at different prices.

How it works:

  • Buyers place bids at prices they are willing to pay
  • Sellers place asks at prices they are willing to accept
  • When a bid and ask match, a trade executes
  • The difference between best bid and best ask is the "spread"

Advantages:

  • Price transparency
  • Competitive pricing
  • Rewards liquidity providers

Example:

  • Best bid: 100 shares at $0.64
  • Best ask: 50 shares at $0.66
  • Spread: $0.02

Order Types

Market Order

Buy or sell immediately at the best available price. Fast execution, but you may pay more (or receive less) than expected if liquidity is thin.

Limit Order

Set a specific price at which you want to buy or sell. Your order waits until someone matches your price. Better prices, but no guarantee of execution.

When to Use Each

Use market orders when you need immediate execution and the spread is small. Use limit orders when the spread is wide or you are not in a hurry. Limit orders often get better prices but may not fill.

Understanding Shares

When you trade prediction markets, you buy and sell shares that represent claims on the outcome:

Buy Yes at $0.40  →  Event resolves Yes  →  Receive $1.00  →  Profit: $0.60
Buy Yes at $0.40  →  Event resolves No   →  Receive $0.00  →  Loss: $0.40

Buy No at $0.60   →  Event resolves No   →  Receive $1.00  →  Profit: $0.40
Buy No at $0.60   →  Event resolves Yes  →  Receive $0.00  →  Loss: $0.60

Key Insight

Your maximum loss is always your purchase price. If you buy Yes shares at $0.40, you can only lose $0.40 per share. Your maximum gain is $1 minus your purchase price.

Settlement and Resolution

How Outcomes Are Determined

Each market has predefined resolution criteria. These specify:

  • What sources will be used (official announcements, specific websites)
  • How edge cases will be handled
  • The exact timing of resolution

Always read the resolution rules before trading. Ambiguous rules can lead to unexpected outcomes.

Resolution Sources

Kalshi uses official sources (government agencies, news organizations) and internal research teams.

Polymarket uses oracles, primarily the UMA Protocol, which relies on dispute resolution mechanisms to determine outcomes.

Edge Cases and Disputes

Sometimes events are unclear:

  • Elections with contested results
  • Events canceled or postponed
  • Ambiguous interpretation of rules

Each platform has dispute processes. Kalshi has internal appeals. Polymarket uses UMA's decentralized oracle with economic dispute resolution.

Resolution Timing

Markets typically resolve shortly after the event occurs. Political markets may wait for official certifications. Some markets specify exact resolution dates.

Once resolved, payouts usually process within hours to days depending on the platform.

Payout Examples

Scenario 1

Cost: $40 | Payout: $100 | Profit: $60

+$60

Bought 100 Yes at $0.40, event resolved Yes

Scenario 2

Cost: $40 | Payout: $0 | Loss: $40

-$40

Bought 100 Yes at $0.40, event resolved No

Scenario 3

Cost: $25 | Payout: $50 | Profit: $25

+$25

Bought 50 No at $0.50, event resolved No

Scenario 4

Sold before resolution for profit

+$15

Sold 100 Yes at $0.55 (bought at $0.40)

Selling Before Resolution

You do not have to hold until resolution. You can sell your shares at any time if there is a willing buyer. This lets you lock in profits or cut losses early.

Platform Comparison: Mechanics

FeaturePolymarketKalshi
Trading MechanismOrder Book (CLOB)Order Book
SettlementBlockchain (Polygon)Centralized
CurrencyUSDC (stablecoin)USD
OracleUMA ProtocolInternal + Official Sources
Payout SpeedMinutes to hoursHours to days
Minimum Trade~$1$1

Data verified January 2025. Sources: Polymarket Docs, Kalshi Help Center

Key Takeaways

  1. Prices equal probabilities - A $0.70 price means ~70% implied probability
  2. Binary structure - Yes pays $1 if true, No pays $1 if false
  3. Order books match buyers and sellers - Spreads represent trading costs
  4. Resolution follows predefined rules - Always read them before trading
  5. You can sell early - No need to wait for resolution

Next Steps

Key Concepts

Master essential terminology before trading

Choosing a Platform

Compare Polymarket and Kalshi to find your fit

Last updated: 1/15/2025
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Previous

What Are Prediction Markets? A Complete Guide

Prediction markets let you trade on future events. Learn how market prices equal probabilities and why prediction markets are often more accurate than polls.

Next

Prediction Market Key Concepts and Terminology

Essential terminology for prediction markets: shares, positions, order books, spreads, liquidity, resolution, and more. Master the vocabulary before you trade.

On this page
All sections
The Trade Lifecycle
Binary Markets Explained
Example Trade
Trading Mechanisms
Order Types
Understanding Shares
Settlement and Resolution
Payout Examples
Platform Comparison: Mechanics
Key Takeaways
Next Steps

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