Blinq Research
Blinq Research
Blinq Research
Market Intelligence for Prediction Markets
Market Intelligence for Prediction Markets
New
Gap risk · Leverage
June 2025
1.
Jump-Risk Analysis for Leverage Productson Prediction Markets
A rigorous 1-minute gap analysis across Polymarket's full history — $62B+ notional, ~15,100 markets — examining whether prediction markets can safely carry leverage and how violently their prices move minute-to-minute.
$62B+
Polymarket all-time notional volume analyzed
15,100+
Markets in the dataset
65%
Volume in low gap-risk long-duration markets
$167.8M
Traded on 2024 US election night — zero ≥5¢ 1-min moves
Key takeaways
$40B+ Low-Risk Volume :
65% of Polymarket volume comes from 30-day+ markets with minimal gap risk.
Election Night Stress Test :
$167.8M traded through a +38pt move with zero ≥5¢ one-minute gaps.
Predictable Gap Risk :
Risk is concentrated in intraday and resolution-period markets and can be managed.
Politics Leads the Way :
$15B+ volume and $150M+ open interest make politics ideal for leverage.
More research on the way
Future pieces will cover liquidity modeling, auto-deleveraging mechanics, and cross-market correlation studies.
2.
Research 2
Coming soon
A rigorous 1-minute gap analysis across Polymarket's full …
3.
Research 3
Coming soon
A rigorous 1-minute gap analysis across Polymarket's full …
4.
Research 4
Coming soon
A rigorous 1-minute gap analysis across Polymarket's full …
Blinq Research
Market Intelligence for Prediction Markets
New
Gap risk · Leverage
June 2025
1.
Jump-Risk Analysis for Leverage Productson Prediction Markets
A rigorous 1-minute gap analysis across Polymarket's full history — $62B+ notional, ~15,100 markets — examining whether prediction markets can safely carry leverage and how violently their prices move minute-to-minute.
$62B+
Polymarket all-time notional volume analyzed
15,100+
Markets in the dataset
65%
Volume in low gap-risk long-duration markets
$167.8M
Traded on 2024 US election night — zero ≥5¢ 1-min moves
Key takeaways
$40B+ Low-Risk Volume :
65% of Polymarket volume comes from 30-day+ markets with minimal gap risk.
Election Night Stress Test :
$167.8M traded through a +38pt move with zero ≥5¢ one-minute gaps.
Predictable Gap Risk :
Risk is concentrated in intraday and resolution-period markets and can be managed.
Politics Leads the Way :
$15B+ volume and $150M+ open interest make politics ideal for leverage.
Blinq Research · 14 min read
More research on the way
Future pieces will cover liquidity modeling, auto-deleveraging mechanics, and cross-market correlation studies.
2.
Research 2
Coming soon
A rigorous 1-minute gap analysis across Polymarket's full …
3.
Research 3
Coming soon
A rigorous 1-minute gap analysis across Polymarket's full …
4.
Research 4
Coming soon
A rigorous 1-minute gap analysis across Polymarket's full …