The recent controversy over OPN has actually caused many people to rethink one thing: how should future events be traded? The old models of predicting market liquidity gaps, locked odds, and dead settlements are almost out of play. I've been looking at something new recently, called 42 (@ 42space). The idea it provides is actually quite interesting: to directly turn future events into a tradable asset. They call this structure Event Futures. Simply put, a future event will be broken down into multiple possible outcomes, and the platform will emit each outcome as a result token. These tokens can continue to trade before the event occurs, with prices changing in real-time along the curve. I think it has indeed raised the transaction dimension to a higher level: -The essence of the ordinary prediction market is to bet on right or wrong. And this new model is based on the expected changes in different outcomes in the trading market -Going deeper, it also solves the pain point of 'dare not go down to heavy warehouses'. Old established projects are most afraid of not having competitors, and niche targets are basically not worth touching. But the internal liquidity engine like 42 allows the long tail market to enter and exit freely. The premise for professional traders to enter the market is that there is no such outrageous premium discount when withdrawing. -Finally, there is the imagination of odds. Due to the redemption price difference mechanism, the "paper hands" who cut meat midway are actually giving red envelopes to the winner pool. As long as the logic is correct and can be grasped, the explosive power of the winner takes all during settlement is several orders of magnitude higher than the traditional model's capped dead odds of $1. This is how the exaggerated return of over 12000% during internal testing is achieved. This feeling is actually more like the secondary market: narrative → expectation → price → volatility. And ultimately, when the event lands, the winner will absorb the liquidity of other outcomes to complete the settlement. Review: The exaggerated return rates during internal testing are essentially a reward for those who discovered the expected difference early and were able to hold onto their positions. The trading logic has shifted from betting on probability to trading expectations, and this dimension is more imaginative than patching up. At present, during the public beta stage, there are points for buying and selling, which can be considered as another layer of security besides gaining volatility returns. Brothers who are interested in the new architecture can study the logic on their own, not investment advice, DYOR～