Heimdall Global

Tier-1 regulated financial infrastructure for B2B Prediction Markets and continuous risk transfer. Trade what you know, not just what you own.

[Heimdall Global @Heimdall_Global]

Global supply chains embed locked-in risk premia from raw materials to retailer.
The world has long had markets for what we own. The missing layer is a market for what we know.

[Stuart B Richardson @StuAC]

Prediction Markets go institutional:
A new asset class is scaling rapidly to enable continuous risk transfer - with transparency, unlike insurance.

IB+FCM distribution is a core driver; with each contract inspiring and begetting the next.

Time to unlock the art of the possible 🪄

[Heimdall Global @Heimdall_Global]

@Vindicatedchidi @jpmorgan The useful part of a deposit token is that it stays a claim on a regulated bank, so institutions can treat it as settlement cash. The open question is how it moves between banks and venues without a correspondent hop.

[Heimdall Global @Heimdall_Global]

@Brickken @citsecurities Purchase to collateral in one workflow is the right test. The harder one is the reverse: if a counterparty defaults on a Sunday, can that pledged Treasury be valued, sold and the cash settled before Monday?

[Heimdall Global @Heimdall_Global]

@thesableknox Event-linked perps at that volume need the same plumbing as any other market: honest marks, margin and a clear default path.

[Heimdall Global @Heimdall_Global]

Perpetuals on prediction venues make clearing the main event.

[Stuart B Richardson @StuAC]

Kalshi now lists perpetual futures on oil and the S&P. Prediction markets are turning into derivatives venues, and that changes what they need underneath.

[Heimdall Global @Heimdall_Global]

@HashKeyRWA @AsiaStablecoin @apwlxyz Agreed, the trading screen is the easy part. Round-the-clock markets need margin calls, collateral moves and default management on the same clock, otherwise the risk just piles up over the weekend.

[Heimdall Global @Heimdall_Global]

@BeaconLayer Issuance is the easy part.
The hard part is pricing, clearing and settling those tokenised securities so they still behave when something breaks.
That is the FMI layer venues still need to build.

[Heimdall Global @Heimdall_Global]

A margin call at 3am on a Sunday is a clearing problem, not a trading problem.

Markets that run 24x7 need clearing and settlement that does too.

[Heimdall Global @Heimdall_Global]

@fundstrat Tom Lee believes we’re not bullish enough @robbiepetersen_ says it’s DeFi’s institutional breakthrough …
@Heimdall_Global knows that the rails and infrastructure is the foundation for both

[Heimdall Global @Heimdall_Global]

@jacqmelinek @okx Trading around the clock is the easy part. Everything after the trade has to keep the same hours: margin, collateral calls and default handling. If the risk desk still closes Friday night, the venue is 24/7 in name only.

[Yano 🟪 @JasonYanowitz]

The Compute Markets pod.

> why do we need compute markets
> 2017 crypto markets = 2026 compute markets (?)
> why finding GPUs takes so long
> what’s really bottlenecking AI
> what should Instinct do
> GPU lending

with @BrettHarrison + @andrawesbahou

[Stuart B Richardson @StuAC]

… and the mechanism that prices taste and judgement is a prediction market.

[Heimdall Global @Heimdall_Global]

@CantonNetwork Custody Treasuries as the starting point is the right sequence. Tokenization only becomes market infrastructure when collateral can clear and settle across the same rails institutions already trust.

[Heimdall Global @Heimdall_Global]

@DustyBC The DCO registration is the hard part. Front-ends are easy to build. Fully collateralized, USDC-native, 24/7 settlement is what lets desks move risk when the venue never closes.

[Heimdall Global @Heimdall_Global]

Global supply chains embed locked-in risk premia from raw materials to retailer.
The world has long had markets for what we own. The missing layer is a market for what we know.

[Heimdall Global @Heimdall_Global]

@QuintenFrancois 24/7 collateral is the real tell.
When DTCC wires tokenized assets into pricing, margin and settlement, the bottleneck moves from trading hours to continuous risk transfer. That's FMI, not a side quest.

[Heimdall Global @Heimdall_Global]

Binary prices gap to 0 or 1. Margin, membership and residual risk are clearing problems.
That is the work underneath every event-contract venue that wants to scale.

[Heimdall Global @Heimdall_Global]

@FTDA_US @Bybit_Ins Collateral that keeps earning while it backs a trade is the unlock. Tokenized money-market shares on an institutional credit line move financing closer to continuous market infrastructure.

[Heimdall Global @Heimdall_Global]

@Reuters State-by-state gambling fights miss the point.
Event contracts become institutional when clearing and settlement sit under one coherent market-structure regime.

[Heimdall Global @Heimdall_Global]

@public Live event probabilities only matter if they clear into the rest of the book. Agents that watch contracts are useful; agents that transfer priced risk into hedges need exchange-grade rails underneath.