calculations.matches_18_strat_bet

Final betting-strategy step: turn the predicted winner into an actual bet sizing decision (fractional Kelly capped at 5%) and resolve P/L against the actual score.

Lineage

flowchart LR
m17[/matches_17_strat_predicted/] --> me[/calculations.matches_18_strat_bet/]
m16[/matches_16_strat_kelly_criterion/] --> me
m1[/matches_1_odds_prematch/] --> me
me --> mart[/mart.matches/]
click m17 "/calculations/matches_17_strat_predicted/" "Open"
click m16 "/calculations/matches_16_strat_kelly_criterion/" "Open"
click m1 "/calculations/matches_1_odds_prematch/" "Open"
click mart "/mart/matches/" "Open"

Columns

Column	Description	Formula
event_id	Bet365 event identifier.	p.event_id
event_date	Event date.	p.event_date
event_partition_key	ClickHouse partition key.	p.event_partition_key
strat_bet_percentage	Stake as a fraction of bankroll. Quarter-Kelly capped at 5%.	round(case when strat_predicted_winner = 'none' then 0 else least(kc.strat_kelly_criterion_<side> * 0.25, 0.05) end, 4)
strat_bet_win_flag	1 if strat_predicted_winner = strat_actual_winner, 0 otherwise.	case when strat_actual_winner is null then null when strat_predicted_winner = 'none' then null when strat_predicted_winner = strat_actual_winner then 1 else 0 end
strat_bet_gross_profit	Gross P/L if you’d bet a full Kelly stake at the prematch odd.	round(case when win → kelly_<side> * (odds_<side> - 1) when lose → -kelly_<side> end, 4)
strat_bet_net_profit	Net P/L after a 5% commission on winning bets.	same as gross but winning leg is multiplied by 0.95
strat_bet_edge	Model edge over the bookmaker.	round(strat_predicted_winner_prob - strat_predicted_winner_implied_prob, 4)