Quynh Le

I’m looking to speak with professionals who have direct, hands-on experience in prediction markets and/or arbitrage strategies for an upcoming Business & Finance feature. Specifically seeking: Prediction market traders Quantitative traders (especially those trading event contracts) Arbitrage traders active in prediction or event markets Market makers on platforms like Polymarket, Kalshi, PredictIt, Manifold, etc. Financial economists researching prediction market efficiency Professors of finance or economics specializing in market microstructure Blockchain analysts focused on decentralized prediction protocols Risk managers at firms trading event-based contracts Founders or product leads at prediction market platforms Topics we’re covering: How arbitrage works in prediction markets Cross-market arbitrage (e.g., between platforms or related contracts) Structural inefficiencies and liquidity constraints Differences between traditional financial arbitrage and event-market arbitrage Regulatory risks and capital constraints Real examples of profitable or failed arbitrage trades Whether prediction markets are truly “efficient”