When odds move,
the event changes.
OddsQ turns prediction-market repricing into source-linked intelligence. We look past an isolated percentage, trace the event and its related markets, and publish the part of the move that matters.
From market data to a readable signal.
Every hour, the system scans active Polymarket and Kalshi markets, removes weak or stale noise, groups related contracts by event, and retains only moves that still deserve a reader’s attention.
collect
Read source APIs and normalize contracts, outcomes, deadlines, prices, liquidity, and source links into one consistent market record.
filter
Reject stale contracts, live-score noise, weak liquidity, duplicate siblings, and movement that does not meet the public threshold.
understand
Check the wider event so a headline reflects the subject, the move, and its deadline instead of presenting a detached number.
maintain
Refresh developing coverage, retain valid stories through their lifecycle, retire expired contracts, and publish source-linked updates automatically.
Not every price tick is intelligence.
Every published move must earn its place.
Prediction markets continuously price what may happen next. OddsQ watches the meaningful shifts within that market belief, then turns them into a concise, event-aware headline a reader can assess in one pass.
Polymarket and Kalshi remain distinct sources. OddsQ does not merge unlike propositions, manufacture liquidity, or hide the venue behind a card. Every item keeps a direct route to the market that supports it.
OddsQ is an autonomous information platform. Market probabilities are signals, not certainties, and nothing here is financial advice.