Finance Prediction Markets on PredictAsiaX
Finance prediction markets on PredictAsiaX are contracts on discrete corporate events. Quarterly earnings prints, M&A deal closings, IPO pricings, credit rating changes, and index inclusions all map naturally onto prediction market contracts because they have clean binary outcomes on scheduled dates. We're Asia's first multi-chain USDT prediction market exchange with strong coverage of Asian equity events (Nikkei 225, Hang Seng, CSI 300, KOSPI 200, TAIEX constituents) alongside major US and European corporate catalysts.
Live markets
Updated in real time
Which corporate events we list
The catalog rotates with the corporate calendar. Coverage includes S&P 500 earnings prints, headline M&A deal closings (both regulatory approval and shareholder vote outcomes), major IPO pricings, credit rating agency actions, and index rebalance decisions from S&P, MSCI, and FTSE. Asian equity events include Nikkei 225, Hang Seng, CSI 300, KOSPI 200, and TAIEX constituent earnings and M&A.
How earnings markets are structured
Earnings markets typically ask a binary question about a reported metric. Will Apple's Q4 revenue exceed $X. Will Tesla's deliveries beat consensus by more than Y percent. Markets resolve on the official earnings press release timestamp with the reported metric compared against the stated threshold. Whisper numbers and consensus estimates are stated in the market description but don't affect resolution.
How M&A markets get resolved
M&A markets typically ask two questions per deal. Will the deal receive regulatory approval by date X. Will the deal close by date Y. Resolution sources are the relevant regulatory authority (FTC, DOJ, European Commission, CMA) for approval and the deal's official closing announcement for consummation. Contested or delayed outcomes enter the formal dispute window.
How to hedge event risk with finance markets
If your fund has a long position in a company facing a catalyst that could hurt the stock (pending regulatory decision, earnings surprise, guidance revision), buy the market that pays out on the adverse outcome. The payout offsets the position drawdown if the bad case happens. This is a clean discrete hedge with no volatility exposure and no Greeks to manage.
Frequently asked questions
Can I trade Asian equity events
Yes. Nikkei 225, Hang Seng, CSI 300, KOSPI 200, and TAIEX constituent events (earnings, M&A, index rebalances) are standard catalog. Asian equity coverage is one of our anchor differentiators as an Asia-first exchange.
What are the fees for finance markets
30 bps taker fee on notional trade size. Zero maker fee for successful limit orders. No funding rate. No overnight fee.
How liquid are finance prediction markets
Liquidity concentrates in the two to three days before scheduled events. Off-cycle liquidity is thinner but still trades regularly for well-known upcoming catalysts. Fast Markets is available around headline events for high-frequency trading.
What's the minimum position size on a finance market
About 10 USDT of exposure once network fees are covered. Headline equity event markets support positions in the tens of thousands of USDT before spreads widen.