Traditional vs Hyperthesis
See how Hyperthesis fundamentally improves upon traditional prediction markets and betting platforms through conditional betting technology.
Feature Comparison
| Feature | Traditional Markets | Hyperthesis |
|---|---|---|
| Entry Mechanism | Fixed odds at entry | Dynamic conditional betting |
| Liquidity Required | Immediate counterparty | Asynchronous matching |
| Price Slippage | High on large trades | Zero slippage |
| Express Full Beliefs | Pick one outcome | Full distribution |
| Risk Management | Manual only | Automatic conviction scaling |
Market Entry Comparison
Traditional Market Entry
1.
Check current market prices
2.
Place order at fixed price
3.
Experience slippage if large order
4.
Stuck with entry price
Poor timing or low liquidity = bad prices
Hyperthesis Entry
1.
Express belief distribution
2.
System seeks best prices
3.
No slippage, any size
4.
Adapts until locked
Always get favorable prices relative to belief
Lifecycle Comparison
Stage 1: Market Entry
Traditional: Immediate execution at current price, potential slippage
Hyperthesis: Conditional order placed, waits for favorable conditions
Stage 2: Market Movement
Traditional: Position fixed, watch helplessly as better prices appear
Hyperthesis: Position adapts dynamically, captures value from volatility
Stage 3: Risk Management
Traditional: Manual hedging required, additional costs
Hyperthesis: Automatic conviction-based exposure limits
Stage 4: Resolution
Traditional: Centralized resolution, trust required
Hyperthesis: Decentralized verification, cryptographic guarantees
Bottom Line: Hyperthesis isn't just an incremental improvement. It's a fundamental reimagining of how prediction markets should work, solving liquidity, pricing, and trust issues that have limited adoption for decades.