World Event Trading organizes fragmented prediction markets into indexes representing competing views of the future.
What We're Building
World Event Trading is building an independent index, product, data, and media layer for prediction markets. The published WET Indexes provide governed coordinates for comparing related views of the future, while the event graph maps supported listings from venue feeds currently enabled. As eligible observations resolve, WET is building a longitudinal record connecting time-stamped worldviews to market prices.
Unifies markets
Maps supported contracts from venue feeds currently enabled to the same real-world events, while keeping each listing and its rules attributable to its venue.
Designs indexes
Combines related markets into measurable, falsifiable worldviews — published methodology, a daily close, a public accuracy ledger.
Personalizes the future
Lets each person assemble the indexes they believe into a Worldview Portfolio, instead of picking contracts one at a time.
Builds the dataset
Records how worldviews form, change, perform, and relate to the outcomes that land later.
The exchange is not the product. The individual contract is not the product. The worldview — and the longitudinal data created by tracking it — is the product.
The 5c(c) Problem
A prediction market venue can list a real-world question as an event contract. A Yes quote near 62 cents is often read as roughly 62% implied probability, but contract mechanics, access, liquidity, fees, and trading status vary by venue. Each venue publishes and owns its contract's resolution rules, source, and timing; read those terms before relying on a price or comparing it with another listing.
A 62¢ Yes quote is often read as roughly 62% implied probability. Venue-owned rules determine settlement.
Illustration only. W.E.T. does not route or execute orders. A position may be closed before settlement only when the venue permits and a counterparty is available; access rules, fees, suspensions, and thin or one-sided books can prevent an exit.
Section 5c(c) of the Commodity Exchange Act lets registered venues self-certify new event contracts. Supply is expanding across independent systems — and that expansion is WET's raw material, not its competition. It produces three structural gaps:
01
Event fragmentation
No consolidated tape connects equivalent contracts across venues. The same real-world event is priced in separate systems with different wording, rules, and resolution sources.
Canonical cross-venue event graph
02
Thesis fragmentation
Individual contracts price isolated outcomes, while people reason in broader beliefs about the economy, politics, technology, culture, climate, and global affairs.
Methodology-published WET Indexes
03
Identity fragmentation
No system records which combinations of those beliefs people held before outcomes occurred. After the event resolves, the belief is gone.
Immutable, time-stamped Worldview Portfolios
Why It Compounds
Historical market prices can be purchased or reconstructed. Pre-outcome worldview selections cannot be recreated after the fact. Five layers compound, and every one of them gets harder to catch the longer the record runs.
Structural
Venue fragmentation creates permanent demand for a neutral organizer.
Mathematical
The canonical ontology and the full history of its methodology.
Longitudinal
Belief data that cannot be backfilled after the fact.
Distribution
An owned non-sports media category rather than a rented audience.
Trust
Every index versioned, source-linked, and correction-capable.
Under The Hood
The worldview
Four answers per thesis — which side, how sure, how much it matters, over what horizon — become one signed coordinate per index, normalized so any two worldviews compare directly. Every position is an immutable, time-stamped event: changing your mind appends a new one rather than overwriting the old. What you browse never edits what you believe.
The signature
An unkeyed SHA-256 over a public serialization of your exact positions and the versions behind them. It identifies a worldview, not a person — two strangers holding the same view get the same fingerprint — and because the format is published, anyone can recompute it. That is what makes a claim about what you believed before an outcome checkable by someone who does not trust us.
The builder
It grows less certain of you over time, so a genuine change of mind can still move the picture instead of being outvoted by your own history. Every session puts at least one credible counter-thesis in front of you. Whatever the model infers stays an instrument: never shown to you as a belief, never exported.
Where there isn't enough history, we say so rather than manufacture precision.
Read the methodologyThe Desks
Politics, world events, and culture first — the real-world events people are already searching. Then the markets desk for the money side, with sports and weather covered when they break into the news.
The W.E.T. Weather Desk
Every city's high, as the crowd sees it — real money on the thermometer, settled in cents.
Where We Are
Now
Public beta
Open to anyone with an email. Sign in with a six-digit code and build a Worldview Portfolio that syncs across devices. Published index pages identify their methodology and dated observations; current coverage and freshness are labeled on each surface.
Next
Product Hunt launch
The beta cohort is the launch audience. Portfolios built now become the first longitudinal belief records in the dataset — and they cannot be backfilled later.
Then
Raise
Institutional benchmark licensing, data feeds, and privacy-safe cohort intelligence are the commercial layer above the graph. Investor materials on request.
An email and a six-digit code — no password. Your Worldview Portfolio is saved against it, syncs across devices, and becomes part of the longitudinal record from the day you build it.
Public beta access