Add as a preferred source on GoogleGalaxy Webinar Examines Prediction Markets Ahead of 2026 U.S. Midterms
The Oct. 8 discussion covered how prediction markets may complement hedging strategies and the infrastructure needed for institutional participation.
An Oct. 8 webinar examined prediction markets as a possible institutional tool for navigating global election-driven risk ahead of the 2026 U.S. midterm elections.
The discussion focused on how prediction markets could complement traditional hedging strategies in managing global election-driven risk. It also addressed the infrastructure, liquidity and risk-management capabilities needed to support broader institutional participation.
The 2026 midterms were presented as a proving ground for whether institutions will adopt prediction markets more widely. The session treated prediction markets as part of institutional market infrastructure requiring sufficient liquidity and risk-management capabilities for broader participation.
Joe Armao, senior portfolio manager for Galaxy Fintech Fund; Beimnet Abebe, head of credit trading; and Gil Wassermann, head of prediction markets, participated in the discussion.
The webinar also covered institutional prediction-markets trading services connected to the market. The 2026 U.S. midterm election cycle is the focus of the discussion.
John Kim
John Kim reports on the digital-asset business for TokenPost. Send corrections or tips to info@tokenpost.com.