Betting Math

Hedge

Placing a bet on the opposite outcome to guarantee profit or reduce risk on an existing position.

Also known as: hedging, hedge bet

Definition

Hedging is the practice of betting the opposite side of an existing position to lock in profit or limit potential losses. In prediction markets, this is done by selling your position or buying the opposite contract.

Example: you bought Yes at $0.30, and the price is now $0.70. You can sell your Yes contracts for $0.70 and lock in $0.40 profit per contract without waiting for resolution.

Hedging is mathematically -EV in most cases (you're paying vig on both bets). But it's rational when: the opportunity cost of capital is high, your risk tolerance has changed, or the probability has shifted significantly.

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