Quant Library · Match pricing · Football
Coherent Book Builder
Every market on the board from one distribution, so no two prices can contradict each other.
Match odds, totals, Asian handicaps, both teams to score, correct score and clean sheets, each a sum over the same scoreline grid, with a margin applied at the end rather than market by market.
Inputs
3What it takes
| Name | Type | Units | Where it comes from |
|---|---|---|---|
| score_matrix | n x n array | probability | the Match Price Engine, or any scoreline model you already own |
| margin optional | float | fraction | your book's overround target |
| lines optional | list | goals or goal difference | the handicap and total lines you quote |
Outputs
3What it gives back
| Name | Type | Units | Notes |
|---|---|---|---|
| markets | dict of market -> probability and fair price | probability, decimal odds | |
| quoted | dict of market -> price with the margin on | decimal odds | |
| skellam_check | float | probability | the largest disagreement between the grid and the exact goal-difference law |
Method
How it works
- Sum the cells that satisfy each market's condition: x > y for the home win, x + y ≥ 3 for over 2.5, x − y > 1 for a one-goal handicap, and so on.
- 3 further steps in the licensed specification
Assumptions
- The scoreline grid is the whole truth about the match: everything quoted is a function of it.
Limits
- Markets that are not functions of the final score, such as cards or corners, are outside it.
- 1 further limits in the licensed specification
In the package
- The full specification: inputs, method, assumptions and limits
- The validation panel as measured on the day of purchase
- A reference implementation extracted from the running source
- Perpetual commercial use for one entity
Reference modules:
- 2 module(s), named in the licensed specification and shipped in the package
Read this before you buy. The platform's own walk-forward tests say the closing line forecasts football better than these models do. What they give you is a coherent price for every market and match, before the market opens, with the band and the working attached. Any model here that has been beaten by something simpler says so in its limits, and the validation panel above is generated from the platform's result files rather than typed in.