Projects
- Moneyball for Football. Using a custom Expected Points model, I analyze whether it is possible to create a winning strategy for an NFL or NCAA football team where the offense immediately kicks a field goal once inside a defined range.
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- Overnight Stock Returns. An analysis of the top 500 stocks by option volume examining the overnight effect where the majority of total returns occur overnight. Also, examine several trading strategies that leverage relatively highly positive or negative intraday stock movement to gain excess returns based of future overnight stock movement and direction.
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- Moneyline Analysis. Analysis of moneyline odds for collegiate and professional sports. Historical head-to-head odds from the NBA, NCAAB, NFL, NCAAF and NHL were aggregated to determine how often the actual winner or loser matched the predicted outcome implied by the odds.
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- Option Volume. Research and analysis on the effect of unsual option volume and future stock price. Includes review and analysis on 482 stocks and historical stock and option data from 2014 to 2023. Four separate means of measuring option volume are proposed and reviewed.
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- DataGolf Research. A historical analysis and review of the predictive models available at datagolf.com and the application of the Kelly Criterion based on the predicted edge.
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- Prediction Tracker Research. A review of expert computer predictions in sports betting and the historical accuracy of aggregation of the predictions versus spread and straight-up winners.
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- Bank Fragility. A quarterly list of banks ranked by uninsured deposit to asset ratio and insured deposit coverage ratio.
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Posts
- Prediction Markets and the 2024 Election Market. An overview behind the wild swing in the 2024 presidential election odds.
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Weekly Links
A curated list of 5 things that are interesting.
2024
- 2024-01-22 Weekly Links Link
- 2024-01-15 Weekly Links Link
- 2024-01-08 Weekly Links Link
- 2024-01-01 Weekly Links Link
- 2023-12-26 Weekly Links Link
