#预测市场 Polymarket's move is interesting. Spinning off from Polygon to push its own L2 layer seems like a helpless move forced by the downtime in December, but upon reflection, it actually highlights the extreme reliance of prediction markets on infrastructure stability—any disruption can disrupt a large number of open positions, which greatly damages the coherence of copy trading strategies.

The key is their statement about shedding third-party providers: "These guys are all too terrible"—it sounds like petulance, but fundamentally it reflects that invisible costs like data delays and index failures are eating into profits. Especially for someone like me who needs to capture high-quality trader signals in real-time, infrastructure lag directly impacts the accuracy of entry points in copy trading.

The 5-minute market addition is even more interesting; it’s a call to ultra-short-term traders. Fragmented liquidity means bigger volatility and more opportunities, but risk management becomes exponentially harder. To trade in such markets, risk appetite must be upgraded, and position sizing strategies need to be recalibrated.

Overall, the infrastructure upgrade of prediction markets is a good thing, but for copy traders, it also means re-evaluating how well their chosen traders fit the new environment—whether they can maintain the effectiveness of their strategies under the new trading conditions is the real point to watch.