Institutional Risk Transformatics

Transform Uncertainty Into Structured Risk

Polyhedge designs and operates custom prediction-market frameworks to help institutions hedge real-world uncertainty.

Clean
Measured
Precise
LOWER BOUNDUPPER BOUNDCONTROLLED EXPOSURE

Uncertainty Bound. Exposure Transformed.

How It Works

Prediction markets are not speculation tools.

When structured correctly, they are risk instruments.

Traditional risk management relies on static forecasts and historical models. Polyhedge takes a different approach: we design markets that continuously aggregate information from incentivized participants.

The result is real-time probability discovery that transforms uncertainty into measurable, hedgeable exposure.

01
Define Variables
Identify uncertainty drivers
02
Design Market
Structure incentives
03
Hedge Exposure
Convert to positions
INPUTSUncertaintySIGNALSMarket DataPREDICTIONMARKETHEDGEABLEEXPOSUREVariablesDiscoveryOutput

Use Cases

Risk instruments for real-world uncertainty

Polyhedge frameworks adapt to diverse institutional needs. Each market is custom-designed for specific risk profiles.

Sponsorship & Marketing

Risk

ROI uncertainty tied to team performance and reputational risk

Solution

Outcome-linked prediction markets that price performance scenarios

Outcome

Partial or full cost hedging based on real-time probability

Supply Chain Exposure

Risk

Price volatility in commodities, energy, and shipping

Solution

Forward-looking probability markets for key cost drivers

Outcome

Budget certainty without rigid long-term contracts

Regulatory & Policy Risk

Risk

Binary or time-bounded political and regulatory outcomes

Solution

Event-driven prediction frameworks with defined resolution

Outcome

Asymmetric downside protection on policy changes

Operational Risk

Risk

Project delays, execution uncertainty, resource constraints

Solution

Internal prediction markets aggregating team knowledge

Outcome

Earlier risk identification and quantified exposure

Why Prediction Markets

Markets aggregate information better than forecasts.

When participants have skin in the game, hidden information surfaces. Prediction markets create incentive structures that reward accuracy and punish overconfidence.

The result is probability estimates that evolve in real-time, reflecting the collective knowledge of informed participants.

43%
Avg. volatility reduction
Real-time
Probability updates
Forecasts are static
vs
Markets update continuously
Opinions are cheap
vs
Incentives reveal conviction
Models rely on history
vs
Prices aggregate live signals
Narratives are vague
vs
Probabilities are actionable

Methodology & Governance

Institutional discipline. Transparent controls.

Every Polyhedge market operates under strict governance frameworks designed for compliance teams and risk committees.

Market Design

Each market is structured with clear resolution criteria, participation rules, and bounded outcomes.

Participant Constraints

Qualified participants with verified credentials. No anonymous speculation or retail exposure.

Liquidity Controls

Position limits, circuit breakers, and controlled market-making ensure orderly price discovery.

Risk Caps

Maximum exposure limits per participant and aggregate market caps protect all stakeholders.

Get In Touch

Discuss a Risk Use Case

Polyhedge works with institutions to design custom prediction-market frameworks. Share your risk challenge and explore structured solutions.

Polyhedge is founded and operated by practitioners with deep experience in market structure, risk management, and financial infrastructure.

Martin Pokorski
Martin Pokorski
Founder
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We respond to all inquiries within 48 hours.