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Old 09-29-2007, 04:46 PM   #9 (permalink)
Ganchrow
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Quote:
Originally Posted by jon13009 View Post
I believe there were a number of mathematicians using differential equations to determine a means of predicting the stock market. Perhaps using a Fourier series to generate a series equation that resembled the Dow Jones average to predict where it was going? Anyway, that would be similar to using ATS trend data to predict game outcomes, and I think trends are a problem because there is an underlying reason why they exist that is independent of how good the teams really are.
I worked in Statistical Arbitrage for many years, developing quantitative (and proprietary) models for predicting certain aspects of US equity and equity derivatives price movements. I personally see no meaningful similarities between what I was doing and "using ATS trend data to predict game outcomes".
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