Quantcha, the options trading analytics platform that has served thousands of investors since 2014, today announced the launch of Qwidgets for Prediction Markets—a free platform that brings the analytical depth of professional options tools to the rapidly expanding prediction markets space.
Available now at https://predictions.qwidgets.com, Qwidgets for Prediction Markets aggregates real-time data from Kalshi, Polymarket, and other exchanges into a unified view, enabling investors to analyze, compare, and trade prediction market contracts with the same rigor they apply to options strategies.
“Prediction markets are the most important new financial instrument in a generation, but the tools haven’t caught up to the opportunity,” said Ed Kaim, Founder of Quantcha. “We’ve spent more than a decade building analytics tools for options traders. When I started analyzing prediction markets, I realized the same probability-assessment discipline applies directly—but the source of your edge is different. In options, you’re estimating whether time value and implied volatility are priced correctly. In prediction markets, you’re estimating whether the probability itself is correct. The analytical rigor is the same. The tools just didn’t exist yet. That’s what Qwidgets is.”
A Market Ready for Better Tools
Prediction markets have exploded in both volume and mainstream visibility. Kalshi, the only CFTC-regulated prediction market exchange, recently raised $1 billion at a $22 billion valuation. Polymarket processes over $20 billion in monthly trading volume. CNBC and CNN have signed partnership deals to broadcast prediction market data alongside traditional market tickers. The regulatory environment has shifted meaningfully, with the CFTC moving away from its earlier adversarial posture and federal policy appearing broadly supportive of prediction market development.
Yet despite this growth, the tools available to prediction market participants remain basic. The major exchanges offer simple charting and order entry, with no cross-platform comparison, no portfolio-level analytics, and limited analytical depth.
“This is where options markets were 15 years ago,” Kaim said. “The instruments are sound, the regulatory framework is solidifying, and institutional capital is arriving. What’s missing is the analytical layer. That’s exactly the gap Quantcha was built to fill for options, and it’s the gap Qwidgets fills for prediction markets.”
Key Features
- Cross-Platform Data Aggregation: View and compare prediction market contracts from Kalshi, Polymarket, and other exchanges in a single, unified interface. Identify pricing discrepancies across platforms that would otherwise require monitoring multiple sites.
- Integrated Kalshi Trading: Analyze and execute trades directly within Qwidgets. Research a contract, compare cross-platform pricing, and place an order without switching between applications.
- Portfolio Modeling and Optimal Sizing: Express a model of relative likelihoods for outcomes within an event and generate optimized position sizing using frameworks like the Kelly criterion. Move beyond gut-feel sizing to mathematically disciplined allocation.
- Shareable Workspaces: Create custom analysis workspaces and share them with anyone via a link. Recipients can view and modify the workspace locally without creating an account. Share a market analysis the same way you’d share a TradingView layout.
- Free, No Restrictions: All features are available at no cost with no usage limits.
Built for Options Traders—and Everyone Else
Prediction markets price real-world events as probabilities, and the analytical skills options traders already have—probability assessment, sensitivity analysis, portfolio construction—transfer directly.
Qwidgets for Prediction Markets is designed to make those skills actionable. For options traders, it provides the familiar analytical depth in a new market. For prediction market participants coming from other backgrounds, it introduces the rigor and discipline of professional trading tools.
Accompanying Content Series
Alongside the platform launch, Quantcha is publishing an eight-part article series that explores the intersection of options trading and prediction markets:
- What Are Prediction Markets? A Guide for Investors: An accessible overview covering mechanics, exchanges, event types, and getting started
- Are Prediction Markets Gambling? Why the Framing Is Backwards: A reframing of the most common objection, including the case for sports contracts
- Binary Contracts vs. Puts and Calls: A structural comparison covering payoff structures, market types, and where each instrument wins
- What Options Greeks Can Teach Us About Prediction Markets: The theta-vs-delta framework plus an analytical checklist that transfers from options
- The $100 Fed Rate Trade: A worked capital efficiency comparison between traditional securities and prediction market contracts
- The Case for Prediction Market Portfolio Theory: Applying Markowitz and Kelly criterion to prediction market position construction
- What Prediction Markets Still Need: An Options Trader’s Wishlist An honest assessment of market gaps, from scalar markets to rolling strategies
- Income Strategies in Prediction Markets: What works today for premium-selling investors, what doesn’t transfer, and what infrastructure changes are coming
The full series is available on Quantcha’s web site. Each article is designed for syndication across LinkedIn, Seeking Alpha, Substack, and financial media platforms.
