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本帖最后由 凯利之王 于 2009-7-13 09:48 编辑
. D% Q* Z0 t; C9 u1 d" }. i+ I2 ~* f/ a/ y4 p# R- a1 ^9 v! c5 S; k* u2 y+ o3 N7 `( y8 M% M. F
凯利指数的计算方法： ( O1 m2 a L3 d; F& D k" a" D0 T5 v! K. Z# q S
+ r, l8 O* y2 `4 {2 W jG3=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)5 {5 z& L6 G* M: j9 K9 E. \
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. [
) A6 @, g% j+ l( D+ |# {0 H, ^ [7 k: m7 v3 A7 w# o
& t" ]0 @) w! L( u* H% h
' @3 d+ E/ a8 e5 e& |, |2 |9 {& u$ V# S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！ 1 W( x3 \8 q+ k+ N/ c
7 e6 Z/ _5 C5 S: K8 T8 s
) o6 ^, P9 n7 `$ R$ M, n# o* ^: t做下算术了： 2 i( y$ \ W: ~: {8 \" `9 U+ y8 h0 c$ k' L9 ^4 d
; ~' L. y! k5 F, M& W+ d
) z4 T3 p, U1 Y2 d1 W# C' I(1)SSP： 2.22 3.15 3.01 : `4 u/ N9 a2 y W3 e8 }9 n
. X" b7 T' W6 w; T$ `; m) Q* M* B* l/ _
(2)立博： 2.10 3.25 3.00 9 Q% l8 `3 s) C- x/ b
+ U8 S+ C& h" i) T2 b( g
(3)威廉： 2.20 3.10 2.87 : D' ~# K. v* J, ^* k$ [ t* f: K* K; \) `& g
& Z' V$ o9 n! K, r4 O3 ~(4)易胜博：2.25 3.10 2.95 8 P |+ ~* ^* F4 o2 Y4 f5 }
- U+ {+ l. `) m% ~. _) b0 Q8 ?2 L1 J' H. @! x
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 # P5 e! X; `; ?) z
5 F8 F, p$ }' ]( i% c
) J7 s* n' S% d' q+ D+ u' l/ B; HS1=2.22 B1=3.15 F1=3.01 ) [% E6 {, O8 F9 b
( w8 u/ _, g6 lS2=2.10 B2=3.25 F2=3.00 - y q; ]( v4 `( n! E1 i2 R
% ^# T/ X4 W2 j% ] s
# W0 `( V) c$ L6 x0 x6 ~4 @! tS3=2.20 B3=3.10 F3=2.87
& z9 A, K" j3 S, k( X9 A' e& q. H7 B1 c9 S5 j
' s* {, |! c# H2 [S4=2.25 B14=3.10 F4=2.95 ! ~0 p7 C' v# @. v; y G+ \
( Y9 C$ j7 R- U5 U! f9 C8 w( d5 ` _0 H- N/ h7 V4 v. Q# S/ E+ n r( H u: q( y
1/r1=1/S1+1/B1+1/F1=1/2.22+1/3.15+1/3.01 => r1=0.91 6 i f) q' e* A) ]/ y' J
/ T6 l# G& F* Z& K p3 ]$ q
1/r2=1/S2+1/B2+1/F2=1/2.10+1/3.25+1/3.00 => r2=0.90 # t0 ?( P e* X% l
/ {5 W+ j# z# K; T# T5 K
$ N* y1 n- |, B' O( M4 s9 Q1/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
' J* x* e1 ~. z+ w: _
! U7 ~. M( X# F+ D( f- I& v1/r4=1/S4+1/B4+1/F4=1/2.25+1/3.10+1/2.95 => r4=0.90 / A) Z; h5 v" J0 p. H
: G+ x9 Y- y- K6 r+ |) `7 w* t( n& Y, Z) v$ U& a" H
S1'=1/(S1*r1)=1/(2.22*0.91)=41 : W# q# m$ g# T
- s+ O8 I0 Z( U# X; ~
C Z2 \- P2 c8 F# i% b& ~类似的计算后，于是： # s3 M- z! s6 q8 s- Z8 M j! d2 P, I/ b! o* y: k7 P/ ^3 Q
2 u9 N# V, R- U1 j0 P# O4 R# t+ r
S1'=41 B1'=29 F1'=30; 8 U$ K( f. z6 q7 G# K$ t, n1 ]
) ~* B5 U( E( ?# R' b
S2'=43 B2'=28 F2'=30 3 e- T: x' @% _% l" w5 s
) H, {2 W) j; y# E( u8 J- V; m' V% T, u, P% O
, @/ j$ h/ F, P1 gS3'=40 B3'=29 F3'=31 % |& R% A7 [; l+ L) M: r
6 z5 K/ n5 u, C9 L, h+ }+ O/ i% a
% S2 t( d- e) u {% mS4'=40 B4'=29 F4'=31
* a4 g- t M4 q# k( X: B6 y" Y' M2 }4 T/ O0 g4 ~# n4 s( U9 j3 l2 o
(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( [. o0 ~. y- B7 A+ o8 }2 y
* R9 Y/ Q" p9 \
" J# |* ~* E4 \( l( R2 G9 ~好：S'=(S1'+S2'+S3'+S4')/4=(41+43+40+40)/4=41
2 P3 `- M; m) o: O) B+ ]! Y) q( ], k9 L T& t
9 }( c; t; u4 oB'=(B1'+B2'+B3'+B4')/4=(29+28+29+29)/4=28.75 & V4 T' K+ j: j, j$ F) Q n
/ C W0 {+ ^$ e% i; mF'=(F1'+F2'+F3'+F4')/4=(30+30+31+31)/4=30.5 4 g1 k0 q2 ]2 y, l, }: n- D/ x
, Z/ n+ l. W% W' o& o于是： / s+ X- G$ g6 i& P E8 u9 j! |0 ?
: I! i4 m9 m/ a4 f% i( \- o9 E ]' p: I. D7 h. {2 D; h3 i3 O, Q& r8 M/ U7 ^
G31=S1*S'=2.22*41=91.02 ! B$ E, |, X) y+ M' a2 f" ^: A0 I3 E0 D% Y9 f; Z
+ D$ n) P# X# M" t4 z; _* v% E
G11=B1*B'=3.15*28.75=90.56 7 C: E f( H- `, g0 ^
5 ^* K* b2 O/ I! [! ?1 UG01=F1*F'=3.01*30.5=91.8 2 b6 B# O% q. }" I: W0 ]2 \& a- ]$ S2 E: b, [$ d
3 ~9 T! K+ x1 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 \
, M3 U5 J( j2 g6 C* |* h W0 f7 S7 s3 A2 @. G$ i
6 }7 ?* N1 K. P9 M3 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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