Optimising the Very Simple Rating System (VSRS)

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In the previous blog, introducing the VSRS, I provided optimal values for the tuning parameters of that System, optimal in the sense that they minimised either the mean absolute or the mean squared error across the period 1999 to 2013
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A Very Simple Team Ratings System

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Just this week, 23 year-old chess phenom Magnus Carlsen wrested the title of World Champion from Vishwathan Anand, in so doing lifting his Rating to a stratospheric 2,870. Chess, like MAFL, uses an an ELO-style Rating System to assess and update the strength of its players.
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Building Your Own Team Rating System

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Just before the 2nd Round of 2008 I created MAFL's Team Ratings System, MARS, never suspecting that I'd still be writing about it 5 years later. At the time, I described MARS in the newsletter for that week in a document still available from the Newsletters 2005-2008 section section of this website (it's linked under the "MAFL The Early Years" menu item in the navigation bar on the right of screen). Since then, MARS, as much to my surprise as I think to anyone's, has been a key input to the Line Funds that have operated in each of the ensuing years.
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Building Simple Margin Predictors

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Having a new - and, it seems, generally superior - way to calculate Bookmaker Implicit Probabilities is like having a new toy to play with. Most recently I've been using it to create a family of simple Margin Predictors, each optimised in a different way.
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