Back-testing Strategies in Beftair / Exchange Betting markets Dionysios Anastasopoulos

Betfair pioneered the concept of exchange betting in the summer 2000 and operates the more detailed betting exchange platform, supporting several million trades per day and multiple markets per sporting event. Financial and Betfair markets share a number of similarities in the type of data used and odds; the difference is that in the exchange betting markets, there is a possibility for matching different outcomes backed from different bookers. In both markets the user can form a strategy and test its efficiency based on previous data. In finance there are a number of tools developed for this backtracking strategies test but not yet in the exchange betting markets. The aim of this project is to specify these strategies and allow the possibility to the user for back-testing his strategy and to understand the betting exchange market optimally. This will allow him to create a system that by definition will adapt the market to a more advanced and complex level, increasing the chances for... Это и многое другое вы найдете в книге Back-testing Strategies in Beftair / Exchange Betting markets (Dionysios Anastasopoulos)