THE PRICE OF TRUTH: WHY MARKETS BEAT POLLS
Discover the new asset class entering the spotlight
The Swiss FinTech Association (SFTA) and Elastics invite you to a Prediction Markets Discovery Evening, an exclusive event exploring how markets—not opinions or surveys—are becoming the world’s most reliable truth machines.
Prediction markets are emerging as a powerful new asset class in finance, creating unprecedented opportunities for event-driven trading, risk hedging, and future intelligence. Unlike polls, they reflect real incentives. Unlike commentary, they put capital behind conviction. And unlike narratives, they cannot lie.
We are truly honoured to welcome Prof. Robin Hanson (George Mason University) as our keynote speaker in Zürich on 3 February 2026.
Prof. Hanson is widely regarded as one of the founding thinkers of prediction markets and information economics. He has been pioneering the field since the 1980s, long before it captured global attention. His work helped establish the core idea that markets with real incentives outperform opinion-based forecasting, because prices converge on probability and truth — not sentiment.
He has influenced and advised early corporate and government-backed forecasting market initiatives, and his research continues to shape how modern prediction platforms are designed. Beyond academia, he is a globally recognized visionary economist and International Bestselling Author, known for The Age of Em and The Elephant in the Brain — books that reinforced his reputation for intellectual originality, depth, and rigorous thinking about incentives, systems, and human behavior.
Elastics is building the world’s first Trading infrastructure powered by agentic AI architecture, designed to support all asset classes — from prediction markets, crypto and equities to any event-driven or alternative financial instrument. Elastics empowers traders to automate entire trading workflows, ingesting live and alternative data sources, with institutional-grade execution, risk management, and controls, all through a flexible agentic AI architecture. The platform is built to implement strategies using low-code tools or vibe-based natural language coding, enabling fast deployment without sacrificing performance or governance.
Why attend?
Understand why prediction markets outperform traditional forecasting
Explore event-driven finance as a new asset class
See how agentic AI is transforming trading infrastructure
Discover how to implement strategies using low-code or vibe coding
Connect with leaders across Swiss FinTech, crypto, and trading communities
Learn about innovative trading infrastructures for all asset classes built upon a visionary agentic AI concepts
Event Details
Date: 3rd of February 2026
Time: 18:00 – 19:30 (Program) · 19:30 – 21:30 (Networking Reception)
Venue: Tenity, 8005 Zürich, Pfingstweidstrasse 110
Hosts: Swiss FinTech Association & Elastics
Event Overview
Join us for an evening of discovery as experts from academia and industry unpack the rapidly evolving world of prediction markets. Through keynote talks, fireside discussions, and audience Q&A, you’ll gain practical insights into how these markets are reshaping finance and creating new trading frontiers.
Program Schedule
Welcome & Opening Remarks: SFTA Representative
The Future of Prediction Markets
Prof. Robin Hanson, Prediction Markets Pioneer, Best-Selling Author
Will Prediction Markets Be Winner-Take-All?
Adhi Rajaprabhakaran, author of 50-cent-dollars blog
The Future of Trading Infrastructure
Jan Czarnocki, Elastics
Fireside Chat
Prof. Robin Hanson & Jan Czarnocki
Q&A
Networking Reception
Who should attend?
FinTech builders, crypto founders, traders, analysts, investors, researchers, and anyone curious about the future of event-driven finance and state-of-the-art institutional-grade trading architectures.
The future doesn’t reward opinions. It rewards accuracy. Come discover the markets that price truth itself.
Where: Tenity, Pfingstweidstrasse 110, Zurich, CH
When: Tue Feb 3 2026, 6 p.m. – 9 p.m.