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本帖最后由 凯利之王 于 2009-7-13 09:48 编辑7 o* P3 D2 X" _0 v. M" F
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凯利指数的计算方法： ( O1 m2 a L3 d; F& D k
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G3=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)
1 r0 P8 t, t% \4 ?7 \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. [
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& t" ]0 @) w! L( u* H% h
& M6 W7 e9 ~5 q$ [6 [9 Y, G; f6 ~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！ 5 Q$ J% F8 {* l
7 e6 Z/ _5 C5 S: K8 T8 s
$ ~, F$ y6 K( }5 b做下算术了： 2 i( y$ \ W: ~: {8 \" `
$ w! U2 Q9 }" o* h# R( m) a; ~' L. y! k5 F, M& W+ d: a$ w6 T" G8 l& a; K% F* d
(1)SSP： 2.22 3.15 3.01 : `4 u/ N9 a2 y W3 e8 }9 n
( H4 p5 h( u; e: O0 }" s% M1 t5 M7 _0 k% o) d% _
(2)立博： 2.10 3.25 3.00 + ?6 }, q7 T% ]& E
* Z( i2 c6 L4 v z; w& G& c
(3)威廉： 2.20 3.10 2.87 : D' ~# K. v* J, ^* k$ [ t+ t3 Z( b2 ~* o# B3 }7 N
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(4)易胜博：2.25 3.10 2.95 & A' _: }# \; b' k) y
- U+ {+ l. `) m% ~. _1 Z( [; A7 Z6 `+ d' I$ Q: L8 c
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 - Q, ~/ u: r" ?1 M. c% D3 k, v5 m
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8 f3 o' P5 J( Q ]4 [5 _S1=2.22 B1=3.15 F1=3.01
7 P8 K# J+ H( O. o& }. f6 z: O& m; `# K$ H+ @# l x# W5 v/ }# Q* q
S2=2.10 B2=3.25 F2=3.00
6 K! A- r" K, V% ^# T/ X4 W2 j% ] s' J/ L2 v* Q$ Z
S3=2.20 B3=3.10 F3=2.87 ! `5 I* a9 U3 w0 e; H
9 A' e& q. H7 B1 c9 S5 j
9 Y- T4 w; \: C# X; ES4=2.25 B14=3.10 F4=2.95 ! ~0 p7 C' v# @. v; y G+ \
" W9 x/ ?2 p4 V/ ?' w8 w( d5 ` _0 H- N/ h7 V4 v* _1 J2 F& F' H7 G- K
1/r1=1/S1+1/B1+1/F1=1/2.22+1/3.15+1/3.01 => r1=0.91 . x, \# x, A$ [, g, @/ W7 e
* o9 g4 o* h! z9 m1/r2=1/S2+1/B2+1/F2=1/2.10+1/3.25+1/3.00 => r2=0.90 # t0 ?( P e* X% l; P4 L6 x0 G: V1 ]8 T0 Z& M. D" q' }
- c/ [! e& H2 L1/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% B! o1 @- B% w, D" n) {/ z
' R, _" {$ S4 v4 C5 u1/r4=1/S4+1/B4+1/F4=1/2.25+1/3.10+1/2.95 => r4=0.90 # ` W+ P# K8 j. `( V6 i
: G+ x9 Y- y- K6 r
2 E" V! l) \5 ?3 \2 D% OS1'=1/(S1*r1)=1/(2.22*0.91)=41 : W# q# m$ g# T3 m( [' \0 T" d m( @
8 {" \- W3 o F1 X# U: G% \9 ^类似的计算后，于是： # s3 M- z! s6 q8 s- Z8 M j2 m3 z6 c4 r' M* n$ \& w* A/ b! q& r
0 i! f1 j. s k( z9 @S1'=41 B1'=29 F1'=30;
6 C" ^# ?4 X2 H% G
) c1 V7 L7 _# I* L j- xS2'=43 B2'=28 F2'=30 3 e- T: x' @% _% l" w5 s/ |1 O3 D" A/ L4 E4 S0 w# Z
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S3'=40 B3'=29 F3'=31
9 f: c0 K- L) j6 z5 K/ n5 u, C9 L, h+ }+ O/ i% a
) h1 W i& k" F+ X3 ~S4'=40 B4'=29 F4'=31
, R& ~9 [0 c6 s8 j; b: B6 y" Y' M2 }4 T/ O0 g4 ~' b# c5 k2 A) \5 T( j* |
(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( [. o3 B2 F2 ]- D1 g1 ^. {2 q0 Q: `5 N
* R9 Y/ Q" p9 \
* b/ a z2 u. Q好：S'=(S1'+S2'+S3'+S4')/4=(41+43+40+40)/4=41
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1 {* d' K$ [! @" UB'=(B1'+B2'+B3'+B4')/4=(29+28+29+29)/4=28.75
7 i, `& T0 b y2 j$ A4 ~4 L7 t, b( K2 |8 [. _, i, C( x$ o9 X3 x
F'=(F1'+F2'+F3'+F4')/4=(30+30+31+31)/4=30.5 : X8 b: d% Z& v/ {1 E- Z
" a9 s3 [# Z! }' W
于是： / s+ X- G$ g6 i& P E8 u9 j! |0 ?2 U/ h% B$ C- j5 @; W3 r
9 E ]' p: I. D7 h. {
! @ J) }8 T( i% E) Q% @G31=S1*S'=2.22*41=91.02 ! B$ E, |, X) y+ M, r( r% f9 l) r, h+ H) ^: V- p
+ D$ n) P# X# M3 p1 C! {5 i2 O( g. b, s! R
G11=B1*B'=3.15*28.75=90.56 . I! B: U6 }2 c& [
& O/ A4 v \% P* P0 g2 c, x4 K
G01=F1*F'=3.01*30.5=91.8 2 b6 B# O% q. }" I: W0 ]6 A: W" b/ L) b) c9 l! S
' ?0 B# l6 q4 K- U# {% [- v
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 \7 V) v+ _8 D* f- D$ N D# i
6 C* |* h W0 f7 S7 s3 A2 @. G$ i! F: A( _( b2 @; e' \6 k3 T
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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