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Quant Library

The models, documented

Every model that prices a match, checks a forecast, flies a ball or paces a runner on this platform, written up as a specification: what goes in, what it does, what comes out, what it was measured at, and where it stops being trustworthy. The documentation is free to read. A licence buys the reference implementation, the validation data and the right to use it in your own product.

21models
6families
141documented inputs and outputs
£3,200the whole library
What a licence is

Documentation free, implementation licensed

Nothing here is a black box you have to trust. Read the specification, run the model on the live API, check the validation panel against your own data, and licence it only if it earns its place.

In the package

The specification

Inputs, method, assumptions, limits and the validation as measured on the day you bought it.

In the package

A reference implementation

Extracted from the modules that serve the Arena, not a copy kept in a folder, so it cannot be a stale version of the real thing.

In the licence

Commercial use

Use, modify and embed it in your own products for one entity. You may not resell it as a library or a course.

Not in the licence

A promise about profit

These are estimates fitted to public data. Every specification says what the model was measured at, including where the market forecasts better than it does.

Match pricing

Turn results and shots into a probability for every scoreline, and a scoreline grid into every market on the board.

Family licence £899, against £1,745 bought one at a time.

ModelSportInputsOutputsLicence
Match Price Engine
Two teams in, a probability for all forty-nine scorelines out.
Football55£449Specification
Coherent Book Builder
Every market on the board from one distribution, so no two prices can contradict each other.
Football33£249Specification
Laplace Uncertainty
A band around every probability, from the curvature of the likelihood at its optimum.
Football33£299Specification
League Ladder
One goal-rate offset per league, fitted where leagues actually meet.
Football34£349Specification
Cards, Fouls and the Referee
A booking-market model built on what the data says about officials, which is not what the tipping industry says.
Football54£399Specification
The machine layer

Guarantees and detectors that sit on top of a forecast: conformal sets, changepoints, an expert mixture, a residual learner.

Family licence £1,199, against £2,445 bought one at a time.

ModelSportInputsOutputsLicence
Conformal Scoreline Sets
A set of outcomes that holds the result 90% of the time, whatever the model gets wrong.
Any34£499Specification
Bayesian Online Changepoint Detector
Has this side actually changed, or is it a run of coins?
Any33£449Specification
Hedge Expert Mixture
Combine forecasters online, with a bound on how far behind the best one you can end up.
Any43£349Specification
Residual Gradient Booster
A gradient booster that starts from your model's own log probabilities and learns only what it missed.
Football43£549Specification
Stacked Market Ensemble
A classifier that learns, match by match, how much of your model and how much of the market to quote.
Football43£599Specification
Markets and staking

Prices to probabilities, probabilities to stakes, and the honest way to measure whether either was any good.

Family licence £699, against £1,247 bought one at a time.

ModelSportInputsOutputsLicence
Overround Removal
Four ways to turn quoted prices into probabilities, and the reason the choice matters.
Any23openSpecification
Kelly Staking and Portfolio Kelly
Growth-optimal stakes, fractional and capped, and the joint version for exclusive outcomes.
Any43£399Specification
Walk-Forward Backtest Harness
The test that refits before every week and scores against the closing line.
Any45£449Specification
Game-State Strategy Solver
When to press and when to hold, by backward induction on the game state.
Football33£399Specification
Sports physics

Flight, bounce and drag solved from the forces, with the constants named and sourced.

Family licence £549, against £698 bought one at a time.

ModelSportInputsOutputsLicence
Ball Flight Solver
Drag, gravity and Magnus integrated properly, with a drag coefficient that changes through the crisis.
Football, tennis, basketball43£449Specification
Bounce and Court Pace
What each surface keeps and gives back, from friction and restitution.
Tennis34£249Specification
The athlete

Pacing, fuelling and training load as differential equations with published coefficients.

Family licence £649, against £847 bought one at a time.

ModelSportInputsOutputsLicence
Keller Optimal Pacing
The fastest way to spend a finite engine over a fixed distance.
Athletics33£349Specification
Carbohydrate Limit and the Wall
The fastest pace the carbohydrate on board can actually pay for.
Athletics33£249Specification
Fitness-Fatigue and the Taper
Two leaky buckets, and the day the gap between them is widest.
Any22£249Specification
Evidence and gear

Pooling studies honestly, shrinking across a class, and predicting the products nobody has measured.

Family licence £599, against £648 bought one at a time.

ModelSportInputsOutputsLicence
Random-Effects Meta-Analysis with Shrinkage
Pool disagreeing studies honestly, then borrow strength across a class of products.
Any23£299Specification
Specification-to-Effect Regression
Predict the effect of a product nobody has measured, from the ones somebody has.
Any34£349Specification