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Prediction markets let you trade any event in the world.
Nobody gave you a way to hedge a geopolitical
crisis, trade the AI narrative, or profit off a
macro shock as one position.
We did.
The Itô Thesis.
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Itô
26 posts
Itô
@ito_markets
The ETF Layer for Prediction Markets | Baskets, indices, and real-time risk across Polymarket & Kalshi
- We will soon release the second version of the causal graph - a do calculus analysis of prediction markets.a few weeks ago @ito_markets made a nice repo for visualizing PM data. Made a fork with, you guessed it, @Kalshi data Thanks @absurdistphil and @affaan for the initial build. The 3D globe looks awesome. Daily refresh + will bundle with all of the other releases
- Replying to @ito_marketsInstitutional Thematic Baskets + Custom Baskets w/ Deployed Strategies Built for: - CFOs / treasurers carrying AI vendor + input-cost risk on the balance sheet - Allocators hunting thematic AI hedges - Funds wanting custom market-neutral books on our infra DMs open.
- Replying to @ito_marketsITO-T1B AI Capex Tail Hedge: net short the AI capex stack. Accredited only. ITO-T1 + existing S, E, P and X series baskets: retail pilot opening this week at a capped TVL. Private waitlist now, reply or DM, or manually reach out to @affaan or @absurdistphil on TG or X.
- Replying to @ito_marketsITO-T1 Moat Index: long the assets AI can't replicate, short the ones it eats. For retail / HNW worried AI crushes their book. ITO-T2 AI Supply Chain Hedge: treasury hedge for CFOs whose AI input costs are now a balance-sheet item.
- So cool to see things being built on our Polymarket Universe GDP public repo! On that note we are relaunching the Itô technology baskets - revised! [WIP + subject to change] ITO-T1 → ITO Moat Index ITO-T2 → ITO AI Supply Chain Hedge ITO-T1B → ITO AI Capex Tail Hedge
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Today, I'm launching the Eternal Atlas (atlaseternal.xyz). The Atlas is a catalogue of assets and institutions that cannot be replaced by AI and will compound both culturally and economically for years to come. Permanence is the rarest asset class. - This is the type of overview that's has been missing Where in the stack everyone currently sits; what the implications/value add/leverage is For Ito that's on the methodology (agentic + heuristic) + rebalancing/execution (algorithmic) layer
- Itô reposted
Consolidated one of my workflows today and it ended up creating a clean map of how institutional-side prediction market structuring + execution currently looks actor and flow wise. Sharing it as someone might find it useful. Sell-side to settlement. If you’ve sat in the seat,
- Itô reposted
chicken and egg in event markets: better oracles let you issue the long tail of contracts, but you need contracts to exist for oracles to converge on an entire world of outcomes isn't represented in any issued market today - that gap is where the interesting work is, the open
