none of you degens know how weird this protocol is

every price is an average of every future people think could happen ex: tesla blends a world where robotaxis work with one where they don’t. you can’t buy just one, you get the whole blur branchpoint’s testnet lets you split it 1 ETH becomes "ETH if the etf passes" and "ETH if it doesn’t". keep the one you believe in, sell the other. when it resolves, the loser disappears and the winner is just ETH again and you can lend, borrow and build baskets on those pieces. trade exactly your view, nothing else options and insurance did this for simple bets or big firms only. this opens it to any event, for anyone prediction markets stop being a side bet and become the layer everything else gets priced on this is where it gets big

a conditional orderbook would allow you to place resting orders with both price and event conditions

are you ready for multiverse vaults

the first generation of financial markets allowed us to trade ownership and the second allowed us to trade cash flows prediction markets might become the first infrastructure that allows us to trade possible realities: everyone is constantly making decisions across multiple possible futures what if ai adoption accelerates faster than expected? what if china invades taiwan? what if ethereum becomes the settlement layer for global finance? those scenarios already exist. they're just buried inside research reports. but i wonder what happens when those scenarios become markets instead because once you can continuously price different versions of the future, you can build entirely different financial products around them it feels like a much bigger design space than prediction markets themselves some projects building around this @BranchpointXYZ, @lightconexyz, @ifmarkets (paper by @drbeefsupreme dropping soon)

projects under my radar right now: @lattica: building leverage, borrowing, and lending for prediction markets. if outcome markets are going to handle serious capital, they need credit primitives designed around jump risk, gaps, and event-driven volatility @BranchpointXYZ: building conditional / “multiverse” finance. the idea is that assets and markets should be tradable inside specific future states, not just priced as one averaged spot reality @uselotusxyz: building the aggregator / execution layer for prediction markets. one interface across fragmented venues, better routing, better fills, and cleaner position management (+ much more) different angles, same bigger direction: prediction markets are becoming financial infrastructure. highly recommend reading Lattica's whitepaper on how they are solving the liquidity problem in prediction markets

oh

multiverse map -> exchange to trade conditional assets -> give every defi protocol the ability to transact conditional on events -> ratchet towards Arrow-Debreu complete markets commensurate with the market's ability to absorb complexity -> optimize economics for gell-mann and lloyd's effective complexity -> high dimensional categorical valuations of resource allocation impact along many axes -> high-dimensional markets -> swarm intelligence resource allocation strategies that generalize markets -> global brain @BranchpointXYZ

spot price is the probability-weighted expectation value of all future prices