There is a high-frequency arbitrage business in the prediction market. Many people are exploring the logic of automated order execution in this area, thinking about how to exploit information asymmetry and the lag of trading counterparties. The basic approach is to seize the window of price fluctuations, using machines to automatically execute trading instructions; only by running faster than others can one capture the spread. This type of strategy works quite well when market liquidity is sufficient, but once market volatility increases and counterparties react more quickly, the profit margins are squeezed significantly. Some are investing considerable effort into optimization, aiming to build more stable automated systems.