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THE BOOK--Playing The Percentages In Baseball

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Monday, April 16, 2007

The Futures Market

By Tangotiger, 11:34 AM

John Beamer gives us a great intro comparing the win probability numbers over at Fangraphs to the live trading at Tradesports.  I’ve always figured that I’d be able to beat the market at this level, ripe for arbitrage.  All you need is one or two big gaps during a game, with enough liquidity, to make a killing.  But since I’ve actually made my win prob numbers available to the public, that doesn’t help me!  (Though there is still a gap in my numbers, with the HFA, and, more importantly, the identites of the players and the order they hit in the lineup.) What also doesn’t help me is that this is probably not legal where I live.  So, I’ll have to be happy to watch this from the sidelines.

(6) Comments • 2007/04/16 • SabermetricsRun_Win_Expectancy
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April 16, 2007
The Futures Market