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Small election trade highlights price sensitivity alongside broader accuracy findings

The Anti-Corruption Data Collective finding was cited alongside Morgan Stanley research on more than 72 million Kalshi transactions that found contract pricing closely tracked final outcomes.

Price movement and forecasting accuracy

A 3,500 dollar trade moved 97 percent of midterm election contracts by at least five cents, according to Basis Desk, citing a finding from the Anti-Corruption Data Collective.

The report, published Nov 1, 2026 at 4:45 AM ET, placed that finding alongside Morgan Stanley research examining more than 72 million Kalshi transactions.

The Morgan Stanley research found that contract pricing closely tracked final outcomes. That finding concerns the relationship between prices and eventual results, rather than how much an individual trade can move a market.

The two findings therefore address different questions for prediction-market readers: how sensitive election contracts are to trading, and how closely contract prices correspond to outcomes. The supplied summary does not specify the contracts involved in the Anti-Corruption Data Collective finding or the periods covered by either analysis.

What it means for prediction markets

  • Price sensitivity and accuracy are distinct measures. The reported election-contract moves do not, by themselves, establish whether those prices ultimately proved accurate.
  • Scope matters. The Morgan Stanley finding covers more than 72 million Kalshi transactions; the summary does not establish whether its sample overlaps with the midterm contracts examined by the Anti-Corruption Data Collective.
KalshiElectionsMidtermsInfiniti MarketsInfiniti Signals

Sources & attribution

Published
  1. Source
    Basis Desk
    Publisher
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    Source URL
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