The conclusions of prediction markets and traditional markets are becoming increasingly similar. The prediction from Opinion is 96.3%, while the probability given by CME is 95%, indicating a high level of agreement in directional judgment between the two. This itself shows that prediction markets are gradually breaking away from the early form of an "emotional casino" and beginning to integrate with the pricing systems of traditional finance.

More importantly, prediction markets are evolving from being merely "outcome betting tools" to a channel for information aggregation and expectation expression. They do not rely on institutions, models, or authoritative judgments, but instead compress dispersed information, positions, and risk preferences into a quantifiable probability through funds, odds, and real-time adjustments. In simpler terms, previously, we relied on reports from institutions like JPMorgan, Goldman Sachs, etc., for estimated conclusions, but now we can see conclusions drawn from "money" analyzing "itself" through prediction markets.

From this perspective, the value of prediction markets does not necessarily lie in being more accurate than traditional markets, but in providing a faster, more direct, and disintermediated way of expressing expectations. This also means that prediction markets are gradually becoming a forward-looking signal source for macro events, policy expectations, regulatory trends, and other non-price variables, forming a more complete expectation system.

In simpler terms, prediction markets are transitioning from expressing opinions to pricing probabilities. When participants are willing to put real money at risk for a judgment, that judgment itself possesses informational value, rather than being merely an expression of emotion or position.

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