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Retail Trading Landscape Shifts as Prediction Markets Target Macro Events
Abstract:DriveWealth and Kalshi have partnered to embed regulated event contracts into mainstream brokerage apps, allowing retail traders to hedge against macroeconomic outcomes like inflation and elections.

Retail investors may soon increasingly bypass traditional asset classes to trade directly on macroeconomic outcomes, following a strategic partnership between brokerage infrastructure firm DriveWealth and prediction exchange Kalshi.
Democratizing Macro Risk
The integration will allow DriveWealth‘s global network of B2B partners to embed Kalshi’s event contracts into their trading platforms. This development effectively bridges the gap between conventional equity investing and binary event speculation.
Investors will be able to hedge or speculate on critical market movers—including inflation data (CPI), election results, and central bank policy shifts—within the same ecosystem used for stocks and ETFs.
- Annualized trading volume on Kalshi has reportedly exceeded $100 billion.
- Key assets include inflation data (CPI) and central bank policy predictions.
- Strategic partnership leverages DriveWealth infrastructure to democratize access.
Regulatory Scrutiny Intensifies
While the partnership lowers barriers to entry, the asset class remains under the microscope of federal regulators. Kalshi operates as a CFTC-regulated exchange, distinguishing it from offshore crypto-based prediction protocols.
However, the Commodity Futures Trading Commission (CFTC) recently reiterated warnings regarding insider trading in event contracts, signaling that as retail access expands, so too will surveillance on market integrity.
Disclaimer:
The views in this article only represent the author's personal views, and do not constitute investment advice on this platform. This platform does not guarantee the accuracy, completeness and timeliness of the information in the article, and will not be liable for any loss caused by the use of or reliance on the information in the article.
