Optionshare 選擇幫

 找回密碼
 立即註冊
查看: 2918|回復: 3

匹茲堡住了一個賭馬高手

[複製鏈接]
發表於 2020-6-26 21:59:54 | 顯示全部樓層 |閱讀模式

馬上註冊,結交更多好友,享用更多功能,讓你輕鬆玩轉社區。

您需要 登錄 才可以下載或查看,沒有帳號?立即註冊

x
本帖最後由 sec2100 於 2020-6-26 22:10 編輯

https://www.bloomberg.com/news/features/2018-05-03/the-gambler-who-cracked-the-horse-racing-code
回復

使用道具 舉報

 樓主| 發表於 2020-6-26 22:04:03 | 顯示全部樓層
Benter was struck by the similarities between Kelly’s hypothetical tip wire and his own prediction-generating software. They amounted to the same thing: a private system of odds that was slightly more accurate than the public odds. To simplify, imagine that the gambling public can bet on a given horse at a payout of 4 to 1. Benter’s model might show that the horse is more likely to win than those odds suggest—say, a chance of one in three. That means Benter can put less at risk and get the same return; a seemingly small edge can turn into a big profit. And the impact of bad luck can be diminished by betting thousands and thousands of times. Kelly’s equations, applied to the scale of betting made possible by computer modeling, seemed to guarantee success.
回復 支持 反對

使用道具 舉報

 樓主| 發表於 2020-6-26 22:09:06 | 顯示全部樓層
本帖最後由 sec2100 於 2020-6-27 08:16 編輯

Between races, Benter struggled to make his algorithms stay ahead of a statistical phenomenon called gambler’s ruin. It holds that if a player with limited funds keeps betting against an opponent with unlimited funds (that is, a casino, or the betting population of Hong Kong), he will eventually go broke, even if the game is fair. All lucky streaks come to an end, and losing runs are fatal.

One approach—familiar to Benter from his blackjack days—was to adapt the work of a gunslinging Texas physicist named John Kelly Jr., who’d studied the problem in the 1950s. Kelly imagined a scenario in which a horse-racing gambler has an edge: a “private wire” of fairly reliable tips. How should he bet? Wager too little, and the advantage is squandered. Too much, and ruin beckons. (Remember, the tips are good but not perfect.) Kelly’s solution was to wager an amount in line with the gambler’s confidence in the tip.
回復 支持 反對

使用道具 舉報

 樓主| 發表於 2020-9-5 18:29:15 | 顯示全部樓層
這一篇寫的很好,幫友,您看了嗎?
回復 支持 反對

使用道具 舉報

您需要登錄後才可以回帖 登錄 | 立即註冊

本版積分規則

站長信箱|Archiver|手機版|小黑屋|Optionshare 選擇幫.  

GMT+8, 2024-4-15 14:02 , Processed in 0.071715 second(s), 21 queries .

Powered by Discuz! X3.2

© 2001-2013 Comsenz Inc.

快速回復 返回頂部 返回列表