Volume traded
Executed across event categories where liquidity, latency, and sizing discipline matter.
Institutional prediction-market liquidity
Liquidity for event markets. Reliable depth. Efficient execution.
Imawhale PM makes two-sided markets across sports, economic releases, and global events with disciplined risk management and multi-venue execution.
Order Book / NFL-CHAMP
Live
0.57
14,209
0.56
22,884
0.55
41,360
Spread 2¢ / Mid 0.54
0.53
31,540
0.52
18,773
0.51
27,905
NFL Conference Winner54¢Kalshi
Fed Target Range32¢Kalshi
BTC Weekly Close68¢Polymarket
NBA Finals Series48¢Kalshi
Inflation Print41¢Kalshi
World Cup Champion61¢Polymarket
NFL Conference Winner54¢Kalshi
Fed Target Range32¢Kalshi
BTC Weekly Close68¢Polymarket
NBA Finals Series48¢Kalshi
Inflation Print41¢Kalshi
World Cup Champion61¢Polymarket
Liquidity proof
Liquidity capacity partners can underwrite.
Imawhale PM combines meaningful traded volume with broad market coverage so exchanges can support high-demand contracts with visible two-sided liquidity.
Markets quoted
Coverage across sports, economics, crypto, and global-event contracts as venue access expands.
Sample quoted spread
A representative two-cent market shows how visible bid and ask interest can support faster price discovery.
Live market watchlist
Active contracts stay organized around the markets where demand, volatility, and liquidity needs are highest.
Years managing risk
Trading, staking, and sports-market infrastructure inform position limits, exposure checks, and sizing discipline.
Sub-100ms quote pipeline
From signal to quote in one loop.
Exchange books, reference markets, calendars, and risk limits feed one quote workflow before orders reach connected venues.
Ingest the live market surface.
Exchange books, sportsbook lines, injury news, macro calendars, and proprietary signals flow into the same event-pricing layer.
Convert signals into fair value.
Models synthesize cross-market probabilities and update fair value before the public book has fully absorbed new information.
Size around correlated exposure.
Position limits, venue limits, and event-level checks keep individual quotes from becoming concentrated exposure.
Route quotes across venues.
Execution logic posts, refreshes, and pulls liquidity as market state changes across connected prediction exchanges.
Two-sided books
See the quote, size, and venue context.
Partners can review sample bid and ask prices, available size, spread, and notional exposure in the same view.
imawhale / quote-monitor
Refreshing
NFL-CHAMP
Kalshi / Sports
Bid53¢ x 300,000
Ask55¢ x 300,000
Spread2¢
Notional$4.8M
NBA-SERIES
Kalshi / Sports
Bid47¢ x 50,000
Ask49¢ x 50,000
Spread2¢
Notional$3.1M
FED-TARGET
Kalshi / Economics
Bid31¢ x 100,000
Ask33¢ x 100,000
Spread2¢
Notional$12.7M
Venue coverage
Coverage across current and launch-ready venues.
Each venue has different rules, routing constraints, and market design assumptions. The liquidity program adapts to the exchange.
Kalshi
CFTC-regulated contracts with active two-sided liquidity across sports, macro, and event markets.
Polymarket US
Active two-sided liquidity for high-volume sports and global-event markets now that Polymarket US is live.
Crypto.com US
Event-market liquidity planning for venues where distribution and capital access converge.
Private venues
Prelaunch consultation, market design feedback, and liquidity planning for new exchanges.
Market context
The market is moving toward institutional scale.
Independent research and coverage point to growing volume, regulatory attention, and demand for professional liquidity providers.
CNBC
December 2025
Prediction markets could hit trillion-dollar volume.
An outside benchmark for why consistent market-making capacity matters as prediction-market adoption grows.
KPMG
September 2025
The current state of prediction markets.
Regulatory and institutional context for exchanges moving beyond early-adopter liquidity.
CoinDesk / Citizens
February 2026
Revenue potential expands into 2030.
Market-size estimates that support the need for durable liquidity operations as volumes expand.
Founder-led risk infrastructure
Built by a risk operator.
Shane Sigsbee's path through equity derivatives, staking, sports markets, and prediction markets shapes how Imawhale PM prices events and controls exposure.
2007Equity derivatives at CBOE after Notre Dame finance.
2009Imawhale Staking Group, portfolio risk across talent.
2014Imawhale Sports, model-driven wagering infrastructure.
2025Imawhale PM, two-sided prediction-market liquidity.
Partner with liquidity
Add reliable liquidity to high-demand markets.
For exchanges launching contracts, firms evaluating partnerships, and operators planning event-market venues.