Research · In-house project
EdgeQuant · Forecasting and decisions in betting markets
Betting markets are a fast, unforgiving test of probabilistic forecasts. Every prediction has a price, and every outcome is known within days.
EdgeQuant is our test bed for turning forecasts into decisions under uncertainty. It combines model predictions, tipster consensus and live odds, keeps only selections with a measurable edge, and builds portfolios of bets with Markowitz optimization and fractional Kelly sizing. Monte Carlo simulation shows the range of capital paths and drawdowns before any stake is placed.
- Data
- 39,000+ historical matches
- Allocation
- Markowitz, fractional Kelly
- Risk
- Monte Carlo, drawdown analysis
- Validation
- Brier score, closing line value, backtests
