Scanverity Intelligence turns prediction-market rules, resolution sources, connected events and executable order books into clear, decision-ready research.
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Paste a market link or pick from the connected-event universe — over a thousand active markets tracked with full rules text.
Rules, named resolution sources, related and contradictory markets, and the executable order book are read together, not in isolation.
A decision-ready report with the material findings first: decisive rule fragments, timing conditions, execution reality and connected outcomes.
Every module reads from the same evidence base — rules, sources, books and relationships — so findings agree with each other.
Surface material rule ambiguity, source dependencies, timing issues and relevant rule changes — with the exact rule text that matters, before it matters.
See it in depth →Bring rules, pricing, liquidity, relationships and execution into one clear market view.
View example →Study public market participation, specialisation and meaningful flow patterns.
View example →Track validated repricing events and understand how movements propagate across connected markets.
View example →Test whether an apparent opportunity survives real bid/ask prices, depth, slippage and partial fills.
View example →Start each day with the most material market changes, rule developments and research findings.
View example →Resolution Watch reads beyond the headline. It brings the decisive rule fragments, named sources, timing conditions, alternative interpretations and material changes into one structured view — so the question you research is the question that actually settles.
Scanverity reconstructs the economics from the actual book, so research is based on prices that can genuinely be reached — real bid and ask, depth at each level, slippage on size and partial-fill exposure.
Sanitized example. Every Scanverity report prices the trade you could actually do — and says so when the answer is “not at this size.”
A sanitized market dossier with the same structure clients receive. Switch views, expand the decisive fragment, and compare displayed against executable pricing in the panel above.
Cut manual rule review from hours to minutes and cite exact fragments in your work.
See connected and contradictory markets before committing to an event thesis.
Publish faster with structured, sourced market intelligence behind every story.
Consume versioned, structured reports over a clean API surface built for machines.
Compare related event markets on rules and executable economics, not headlines.
Complete rules text with the decisive fragments identified and the named resolution source verified or flagged.
Real bid/ask, depth, slippage on size and partial-fill exposure — reconstructed from the actual order book.
Validated relationships between markets: same event, thresholds, deadlines, duplicates and contradictions.
Every figure carries its as-of time. You always know how fresh the evidence is.
Structured, versioned report formats that render for humans and parse for machines.
A bounded morning brief of material changes — with truthfully empty sections on quiet days.