The conclusions of prediction markets and traditional markets are becoming increasingly similar. Opinion predicts 96.3%, while CME gives a probability of 95%. The two are now highly aligned in directional judgment. This in itself shows that prediction markets are gradually shedding their early “emotional casino” form and starting to integrate with the pricing systems of traditional finance. More importantly, prediction markets are evolving from a simple “betting tool on outcomes” into a channel for information aggregation and expectation expression. Instead of relying on institutions, models, or authoritative judgments, they compress decentralized information, positions, and risk preferences into a quantifiable probability through capital, odds, and real-time adjustments. In plain terms, we used to rely on reports from institutions like JPMorgan Chase and Goldman Sachs for forecast conclusions, but now prediction markets allow us to see conclusions derived from people putting their “money” on their own analysis. From this perspective, the value of prediction markets doesn’t necessarily lie in being more accurate than traditional markets, but in providing a faster, more direct, and decentralized way to express expectations. This also means that prediction markets are gradually becoming forward-looking signal sources for macro events, policy expectations, regulatory trends, and other non-price variables, forming a more comprehensive expectation system. In plain terms, prediction markets are transitioning from expressing opinions to pricing probabilities. When participants are willing to put real money on the line to take on risk for a judgment, that judgment itself carries informational value and is no longer just an emotional or positional outburst.