Prediction Market Analytics Desk
Read prediction markets with liquidity, participation, and fair-value context instead of headline odds alone, with paper trading that stays simulated.
Prediction data collection runs today; the desk frontend is being finished before release. This page describes what the desk will show, so you can judge it before it lands.
A 62% price on a thin market and a 62% price on a deep one are not the same claim. The prediction desk shows the depth, participation, and cross-venue deviance behind a number so you can tell which one is worth acting on.
Odds with depth attached
Every quoted probability is shown next to the liquidity and participation supporting it, so a thin market cannot pass itself off as a confident one.
Paper trading stays paper
Positions, settlement, and reload are fully simulated. Vultax does not route live-money orders on prediction venues.
How prediction markets are scored
The desk separates what a venue quoted from what the surrounding book could actually support.
Quoted price, book depth, and observed participation are reported as separate inputs rather than collapsed into one confidence number.
Cross-venue deviance is computed only where both venues have comparable contract terms; unmatched markets are excluded instead of force-matched.
Fair-value context is presented as a model output with its inputs shown, not as a prediction or trading recommendation.