In 2025, GoGo Capital launched a dedicated capability for expressing macro and policy views directly in prediction markets (e.g., Polymarket), when appropriate and within applicable rules. The approach complements traditional exposures by targeting event-linked payoffs with transparent probability term structures.
Policy events and discrete macro catalysts are central drivers of cross-asset repricing. Prediction markets provide a direct mapping from research views to priced probabilities, enabling precise sizing based on expected value and confidence intervals.
We focus on liquidity, market microstructure, and cross-event correlations. Positions are sized conservatively relative to venue depth and volatility around information arrival.
Forecasts are built from polling, fundamentals, and historical elasticities. Fair-value curves are updated as new information arrives. Automated quoting operates within strict guardrails, and human review governs regime shifts or structural breaks.
Risk management includes inventory limits, correlation-aware caps across related events, and hard halts. All forecast updates and position changes are logged for audit and client reporting.
The program has performed strongly since launch, with outcomes consistent with forecast calibration and disciplined sizing. Performance attribution separates forecast quality, execution efficiency, and liquidity premia.
Client reporting includes calibration curves and Brier-score histories, aligned with the broader firm reporting framework.
Activities are conducted in accordance with applicable venue rules and regulatory requirements. Trade approvals, entitlements, and surveillance are integrated with the firm’s OMS/EMS controls.