TS Imagine adds prediction-market data to trading desks

TS Imagine will feed prediction-market probabilities into trading-desk systems so institutional clients can map event-implied odds to positions and risk analytics across asset classes. The company explained the capability links defined event scenarios — central bank decisions, economic data releases, elections and regulatory actions — to portfolio exposures and sensitivities.

Clients can route the resulting probability signal into stress testing, scenario analysis, value-at-risk and sensitivity workflows. The associated analysis updates automatically as market-implied probabilities change, allowing portfolios to be re-evaluated as the market view shifts.

The feature connects event probabilities to positions and existing risk analytics so firms can translate changes in event odds into portfolio-level impact estimates across equities, fixed income, foreign exchange and derivatives.

Rob Flatley, founder and chief executive officer of TS Imagine, described conventional risk analysis as relying on observed market prices, volatility, curves and historical relationships, and characterised prediction markets as “forward-looking, event-specific” in how participants price defined outcomes.

Data from PredScope shows prediction markets posted $23.9 billion in monthly trading volume in the first quarter of 2026, with 192 million transactions and more than 865,000 active monthly users. PredScope reports the number of federally regulated platforms in the United States rose from two in 2025 to 13 in 2026, and that political contracts accounted for 56.8% of volume, about $2.76 billion.

For trading desks and risk teams, the probability feed can supplement price and volatility signals. For example, a market-implied rise in the chance of a policy rate increase can be converted into adjusted scenario shocks and updated value-at-risk calculations to test portfolio performance under alternative event outcomes.

Prediction markets let participants buy and sell contracts tied to specific outcomes; the contract price can be interpreted as the probability of the outcome. TS Imagine expects the prediction-market signal to be used alongside conventional market and risk data within existing workflows.