[Ganchrow]

Originally Posted by Bullajami

Now that I have a system that seems likely to provide an edge (p-values ~ 1.2%) I believe the next step for me would be to quantify that edge so that I can properly size bets for maximum BR growth. Can I find an aggregate edge and apply it to all bets or will I be risking too much value by not establishing this for individual bets?

That certainly represents a fair start, but the real trick is to contemplate the theory that underpins your model in an attempt to determine the real source of your advantage and that to determine the real source of your edge,

Originally Posted by Bullajami

Finally, where's the rosetta stone for Ganchrow posts? (As in, what reference(s) do I need to comprehend and learn this for myself?)

Honestly, you might just want to pick up a (used) introductory undergrad text book in (applied) probability and statsitics, or (and please don't take this the wrong way) even a book such as Probability/Statistics for Dummies (an unfortunate choice of name for recommendation on a forum, but these books frequently make good starting points for the largely uninitiated).

What you'll find is most of what I've said in this thread is really quite basic and with a little study you'd be able to answer questions such as these just as well as I.

Anyway, congrats on your new strategy. As long as you've kept your data set largely untainted, have kept away from data mining, and aren't testing large numbers of failed strategies, there's obviously a very good chance you have something quite worthwhile.

But just be careful and don't overcommit. Now that you've tested successfully out-of-sample might I suggest that if you haven't already done so, you go back and explicitly test in in-sample (a bit backwards to be sure, but highly telling if the results are not as you expected).