#RWA Prediction Market and RWA Quantification If RWA addresses "how to put assets on-chain," then prediction markets address "how to price the future." One deals with deterministic cash flows, the other with uncertain distributions; one expresses rights, the other expresses probabilities. The connection between the two is quantification. Prediction markets are not casinos, but the infrastructure of information finance. Price is probability, and probability is risk expectation. When returns can be event-driven, risks can be probabilistic, and probabilities can be traded, RWA is no longer just a static asset, but becomes a dynamic system that can be hedged, game-like, and self-managed. From the self-governing closed loop of Agent Trading to the predictive scoring of Proper Scoring, and then to the event engineering of return curves, this chapter discusses not speculative amplifiers, but risk management machines. RWA truly enters the era of quantification when deterministic assets begin to be priced by uncertainty. If we consider RWA (Real-World Assets) as expressing "deterministic cash flows and rights" in the real world on-chain, then prediction markets are pricing "uncertain futures" on-chain. These two concepts are not separate but rather constitute two sides of the same coin in asset finance and information finance. Quantification serves as a universal language bridging "certain cash flows" and "uncertain probabilities." The core proposition lies in constructing an evolutionary path from "static holding" to "dynamic management": transforming returns into probabilities, probabilities into prices, and ultimately encapsulating prices as risk management tools. This is not merely a technological upgrade but a natural extension of financial engineering logic into a decentralized environment.