The Quant's Playbook

The Quant's Playbook

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The Quant's Playbook
The Quant's Playbook
It's Showtime: Our Sports Betting Algorithm is Live and Profitable! [Code + Data Included]
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It's Showtime: Our Sports Betting Algorithm is Live and Profitable! [Code + Data Included]

The 2023 MLB season has officially kicked off, and as too has our algorithm.

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Quant Galore
Apr 02, 2023
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The Quant's Playbook
The Quant's Playbook
It's Showtime: Our Sports Betting Algorithm is Live and Profitable! [Code + Data Included]
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It’s been a long time coming, but the start of baseball season has arrived and our algorithm is up and running. Before going over the performance, we’ll first start by explaining a few changes, how we verify the predictions, and how you can easily implement this on your own.

I will assume you’ve been following along, so we’ll skip over what’s already been covered. But if you’re new here, I highly recommend starting here:

The Quant's Playbook
My Sports Betting Algorithm Might Be Bringing In Serious Dollars.
Finding new ways to make money in markets is a difficult task, so naturally, I like to explore other areas where I can use math and programming to turn a profit. Fortunately, sports betting has enough overlap with quantitative trading to make it a perfect fit…
Read more
2 years ago · 4 likes · 10 comments · Quant Galore

The Changes

When designing a system that makes heavy use of historical data, it’s challenging to know which historical period is the most optimal. For example, using data from 2000-2005 might have a different prediction than from using data from 2017-2022. To solve this, we designed a simple “chunking” approach.

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