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Foundationsfront-officemarket-note

Prediction Market Resolution and Negative Risk

Connect settlement rules, oracle resolution and linked mutually exclusive markets.

Reviewed 2026-08-10TheQuantBateman ResearchReading note
01Intuition

Build the mental model first.

A contract is only as precise as its resolution rule. Negative-risk events link multiple mutually exclusive binary markets, so a single YES/NO label does not describe the full event.

ONE-LINE DEFINITION

Connect settlement rules, oracle resolution and linked mutually exclusive markets.

02Mathematics

Now make it exact.

ipi1 only under exhaustive, exclusive outcomes and market frictions\sum_i p_i \approx 1 \text{ only under exhaustive, exclusive outcomes and market frictions}
Notation and units

Decimal rates and volatilities, year-fraction time and continuous compounding unless stated otherwise.

03Assumptions

Every model has a price.

01

Educational conventions are stated explicitly and may simplify market quotation or settlement details.

02

Rates are continuously compounded unless the section says otherwise.

03

Inputs are deterministic in the base model.

“An unstated convention is a future reconciliation break.”— THEQUANTBATEMAN
04Market use

Why a quant cares.

Resolution-risk review, event aggregation and correct interpretation of multi-outcome structures.

IntuitionMathematicsImplementationDesk risk
05Desk view
FRONT OFFICE VIEW

The hedge has opinions.

Start with the quote convention, then ask which Foundations risk survives the hedge. A number without its convention is merely well-dressed ambiguity.

Ask Bateman about this model
06Related

Continue through the graph.