Risk & Portfolio

Correlation (Position Risk)

The degree to which your prediction market positions move together. Highly correlated positions amplify risk.

Also known as: correlated positions, portfolio correlation

Definition

Correlation in prediction markets describes how likely your positions are to win or lose together. If you hold Yes on 'Democrats win the House' and 'Democrats win the Senate,' these outcomes are positively correlated — they tend to happen together.

Correlated positions amplify portfolio risk. Five uncorrelated $100 positions have much less risk than five $100 positions that all correlate at 0.8. Position sizing should account for this.

In practice, political positions are often heavily correlated. Diversifying across uncorrelated categories (politics, weather, economics) reduces portfolio variance.

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