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本帖最后由 凯利之王 于 2009-7-13 09:48 编辑# h4 Z. A( o! ]$ o
* f/ a/ y4 p# R- a1 ^9 v! c8 [3 b; W$ L) `( z
凯利指数的计算方法： ( O1 m2 a L3 d; F& D k
4 p3 U! @' q$ C: Y
1 Z# q& g- ^9 v3 tG3=S*S',G1=B*B',G0=F*F';(S:胜赔，B:平赔，F:负赔,S'欧平均胜率，B'欧平均平率，F'欧平均负率)- A1 J$ J- |3 E7 H2 c
什么？对于一家特定的公司，它的主胜的凯利指数G3=S*S'！你选择的公司样本不同，G值就不同，样本大小不同，G值也不同（一般的欧均值都取99家公司，从统计学的意义上来讲，还称不上样本！）这个G带有随意性，大个0.05小个0.08之类的，也只能算做误差，现在要我比较G与0.89哪个大？我大你个0.05怎么了？我小你个0.08又有什么干系? H% P+ \' B9 l U8 T. [
7 ?9 K% Z: C& x1 q0 y9 d2 k) w& n- l% R4 I: U
& t" ]0 @) w! L( u* H% h
/ H7 z: c& _' k: w6 a既然涉及到平均胜率，那么看一下胜率是怎么求出来的：平均主胜率S'=(S1'+S2'+….Sn')/n，S1'是第一家公司的主胜率，S2'是第二家公司的主胜率，以此类推。主胜率S'=r/S(r:赔付率)。赔付率（返还率）又是这样求的：r=1/(1/S+1/B+1/F)，什么？？又做梦了！！返还率是庄家也要到裁判终场哨响才知道的，这样也行？？AC米兰踢亚特兰大，哨响了，投注比固定了，但踢出3，这场返还率可能是150%，踢出1可能是20%，踢出0，可能是5%，结果不同，返还率也不同啊！这里也可以看到，博彩公司不喜欢操控比赛，因为他想操控的只能是这种强弱分明的比赛，但强队踢假球的成本更高，它想操控也操控不了，最好的选择就是烧烧香：天哪，爆个冷吧！
( ] g1 _6 P; o7 t% Y# v& Z- G6 B7 e6 Z/ _5 C5 S: K8 T8 s
% j% b' t* h7 |' X1 m5 j做下算术了： 2 i( y$ \ W: ~: {8 \" `" p0 _8 y" c9 N; E
; ~' L. y! k5 F, M& W+ d
- Q4 x" I, g$ A/ ]7 {% a* Z(1)SSP： 2.22 3.15 3.01 : `4 u/ N9 a2 y W3 e8 }9 n
4 `4 a6 l: K. f8 N) c8 A' f" A* H: x3 t: H, N
(2)立博： 2.10 3.25 3.00
. D7 `$ B8 `" G% E4 e; _0 }8 z' D/ {8 E
(3)威廉： 2.20 3.10 2.87 : D' ~# K. v* J, ^* k$ [ t, @! n, f" c# d, e( } d8 d
5 u0 ~$ X0 e! v1 i
(4)易胜博：2.25 3.10 2.95 2 ^- ]9 y# r. b$ x. {
- U+ {+ l. `) m% ~. _
/ S1 K$ c y4 u3 `" }! h/ M* r我们假设就取这四家公司为某场比赛开出的赔率来计算凯利值 m8 V) }% ~& }8 @4 |
5 F8 F, p$ }' ]( i% c
8 y: ^9 e: H1 rS1=2.22 B1=3.15 F1=3.01
3 k* U- u) G9 x" {6 B
) {4 T9 R6 B, f' U; q( T6 US2=2.10 B2=3.25 F2=3.00
6 N1 p4 A/ I8 z3 A1 [6 h% ^# T/ X4 W2 j% ] s
2 I0 T# D0 y3 z( oS3=2.20 B3=3.10 F3=2.87
$ y R+ `, Z# g9 A' e& q. H7 B1 c9 S5 j9 W4 r. P' `; [1 i* ]
S4=2.25 B14=3.10 F4=2.95 ! ~0 p7 C' v# @. v; y G+ \
7 h% Y" b) f! n$ d; b# x. Q3 G3 z8 w( d5 ` _0 H- N/ h7 V4 v( g: d6 x+ H. L5 {+ t
1/r1=1/S1+1/B1+1/F1=1/2.22+1/3.15+1/3.01 => r1=0.91 : M! t% L% j# s/ q+ `) x
& C; M3 p% k3 d7 \; H1/r2=1/S2+1/B2+1/F2=1/2.10+1/3.25+1/3.00 => r2=0.90 # t0 ?( P e* X% l7 X$ \ N% C# E0 h4 O
: r, n1 Y7 l( D$ x4 Z1/r3=1/S3+1/B3+1/F3=1/2.20+1/3.10+1/2.87 => r3=0.89 % h8 r* k9 }8 X/ Q5 J' q. A# P7 f5 o5 w- p- }! S
9 a" g) V9 F" m5 i3 ~1/r4=1/S4+1/B4+1/F4=1/2.25+1/3.10+1/2.95 => r4=0.90 , ?! R i( N6 V7 G
: G+ x9 Y- y- K6 r
/ }8 L% K$ d; t" K- \2 NS1'=1/(S1*r1)=1/(2.22*0.91)=41 : W# q# m$ g# T" q. [5 E* e0 s6 a4 o
; s- j7 [1 y6 k. t1 F( s
类似的计算后，于是： # s3 M- z! s6 q8 s- Z8 M j
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S1'=41 B1'=29 F1'=30; : r# P) n5 V6 Z' X. I! w; l
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S2'=43 B2'=28 F2'=30 3 e- T: x' @% _% l" w5 s
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, \3 t( o. D R7 CS3'=40 B3'=29 F3'=31 " O, \4 d) e/ y
6 z5 K/ n5 u, C9 L, h+ }+ O/ i% a
( `5 U9 Z% }* X P5 N' s b# BS4'=40 B4'=29 F4'=31
+ |0 M1 j. O* w" _& ]* K5 v/ Z& R: B6 y" Y' M2 }4 T/ O0 g4 ~5 q; f: }& `0 M+ K
(注意：3,4两家公司，赔率不同，但它们的胜，平，负率相同了) 8 [+ b0 b& X# U( [. o
' f3 x4 s+ T# s& U, b+ A! ]# g3 K* R9 Y/ Q" p9 \; `' v0 k2 h1 T4 @/ `! r& [# F
好：S'=(S1'+S2'+S3'+S4')/4=(41+43+40+40)/4=41
7 f2 F0 {& ^) n& j; H" d) q( ], k9 L T& t
. t& g8 K- ]0 B0 b' \B'=(B1'+B2'+B3'+B4')/4=(29+28+29+29)/4=28.75
0 l" A- O$ S' u2 P0 D- T2 r! P
F'=(F1'+F2'+F3'+F4')/4=(30+30+31+31)/4=30.5
( @$ r' Y2 K) D( J& |* q& c
. P8 E+ W' L5 S+ d2 x3 F6 K于是： / s+ X- G$ g6 i& P E8 u9 j! |0 ?
1 P1 \7 v" G$ [& w8 H9 I9 E ]' p: I. D7 h. {' b- t7 c1 O( Q2 e2 d! L
G31=S1*S'=2.22*41=91.02 ! B$ E, |, X) y+ M
. J& M" ]/ n$ A# ?' J+ D$ n) P# X# M! ~2 \/ |5 F, C, R
G11=B1*B'=3.15*28.75=90.56
& ^5 N3 b' M7 F a0 U) F. R7 `& U2 n) r. q
G01=F1*F'=3.01*30.5=91.8 2 b6 B# O% q. }" I: W0 ]6 b8 G8 G# I% K) x% c0 U
/ u: q# m' T. q! W8 J当然其它几家公司的凯利值也可以通过同样的方法求得，当然，事实上你不用去求（每场比赛这样求，不累死也气死了），赔率比较网站上都是这样算的。 好，到这里你应该可以知道了，凯利指数是怎么样被扭曲的了，因为除了赔率是真的，其它的都是做梦的时候梦到的（并非是攻击凯利指数，这个，前文和接下来的一比较就可以发现了）。 + J& N& @* n# J/ ]6 \
$ ]$ m0 J) P7 K, Y1 D5 t6 C* |* h W0 f7 S7 s3 A2 @. G$ i
* ?0 T2 T( j0 W; v+ m6 t3 j通过对多家凯利指数的对比统计分析可以找出,数值变化与赛果之间的微妙关系，在足彩分析投注中能把握更多的冷门机会。 |
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数值变化与赛果之间的微妙关系，在足彩分析投注中能把握更多的冷门机会。 |
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