TS Imagine has added market-implied probabilities from prediction markets to its institutional risk and portfolio management platform. The new capability lets clients treat the expected outcomes of major economic, political, regulatory and geopolitical events as live, continuously updating inputs within their existing analytics.
Prediction market prices reflect the collective view of participants who put capital at risk on binary or multi-outcome contracts.
These prices function as real-time probability estimates.
TS Imagine now enables clients to map those defined event outcomes directly to portfolio positions and sensitivities across asset classes.
As the market-implied probability of an event shifts, the related risk calculations—stress tests, scenario analysis, value-at-risk and sensitivity measures—update automatically.
Risk teams no longer need to manually replace probability assumptions each time expectations change.
The feature is designed for events that can simultaneously affect multiple asset classes, such as central-bank decisions, elections, key economic data releases and regulatory developments.
By embedding the probability signal into established risk workflows rather than focusing on contract execution, TS Imagine aims to give institutions a forward-looking, event-specific lens on portfolio exposures.
Rob Flatley, Founder and CEO of TS Imagine, described the addition as providing “a forward-looking view of how event outcomes will impact portfolios.”
He noted that the firm is helping clients use these signals to evaluate the sensitivity of their positions more effectively and to support more informed hedging decisions.
The probability data becomes a live factor that continuously reprices alongside traditional market risk metrics.
This development builds on TS Imagine’s broader platform, which already supports trading, portfolio management, prime brokerage and risk functions for financial institutions.
Earlier enhancements included AI-driven monitoring and margin tools; the prediction-market layer extends that infrastructure into event-driven risk.
The company has previously published research and commentary on the growing institutional relevance of prediction markets, highlighting infrastructure needs around data mapping, ontology and risk frameworks.
While the announcement confirms the integration of market-implied event probabilities into portfolio risk and scenario analysis, it does not detail the specific prediction-market venues supplying the data, the methods used to normalise contracts across platforms, or how thinner markets are handled.
Pricing and exact availability across TS Imagine’s product suite were also not specified in the initial release.
As institutional interest in prediction markets continues to rise, the ability to operationalize their probability signals inside existing risk systems represents a practical step toward treating event risk as a first-class, dynamically managed input rather than a static assumption.