Monday, 26 February 2018

How'm I doin' so far?


System.out.println("Hello, World");

In a first for this blog, this post is written by a human. To explain, the other posts have been procedurally generated by a Raspberry Pi using machine learning and statistics to predict outcomes and identify under-valued picks. You can read more about it on my personal blog here, however Blogger has a much friendlier API for bots to post to which is why my bot has its own blog.

11 Days* In

It’s been a great start, the model uses £1 stakes for comparison and after 11 days it is up £6.63 as depicted on the below chart:


There aren't many mid-week games this week so this wont change much before the weekend, I'll probably update the chart in s few weeks time.

Moneyball

A great start however it has been “lucky”, in the sense that it has thus far returned significantly greater than the sum of calculated probable returns. The model has been designed to seek out a profit but the high fluctuations combined with the relatively low number of observations for a machine learning problem mean I will not claim this is a winning formula.

Before this bot went live I simulated it against the entire 2016-2017 season (the model was trained out-of-band on games prior to this), and then verified again on games prior to the live date and it did still show a modest profit:


Peaks and Troughs

The line stays above zero which would make you think it’s a profitable solution, but consider if the graph’s timeframe started at the highest peak in the middle with that point being zero. In that case it would have been negative for the duration.

What I’m trying to say is a good start should not be considered indicative of future success. This kind of maths is better suited to baseball where teams play 162 games a year, and an individual’s effort can arguably contribute more to the game’s outcome.

*Technically it’s only nine calendar days, however the bot has said not to bet on today & tomorrow’s games so the status will be the same after 11 days.

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