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Event-Based Trading

Definition ∞ Event-based trading is a strategy that involves making investment decisions based on the occurrence or anticipation of specific, identifiable events. These events can range from corporate announcements and regulatory changes to macroeconomic data releases or protocol upgrades. The aim is to profit from the price movements that such events are expected to trigger.
Context ∞ In the cryptocurrency domain, event-based trading strategies are frequently discussed in relation to upcoming hard forks, significant partnership announcements, or the resolution of regulatory inquiries. Analysts track these potential catalysts to predict market reactions and position their portfolios accordingly. The efficacy of this approach hinges on accurately forecasting event outcomes and their market impact.

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Hyperliquid Launches Event Perpetuals for Permissionless Prediction Markets

Hyperliquid's Event Perpetuals establish a novel primitive for binary prediction markets, leveraging market-driven pricing and single-point resolution to address the limitations of continuous oracle-dependent derivatives.