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Quant Library · Match pricing · Football

League Ladder

One goal-rate offset per league, fitted where leagues actually meet.

European ties are the only matches in which two leagues play each other, so they identify a multiplier per league. With it, any side in any covered league can be priced against any other.

Inputs

What it takes

3
NameTypeUnitsWhere it comes from
european_matcheslist of (date, home, away, competition, goals)countsthe platform's European ingest, seven seasons
domestic_fitsdict of league -> fitted model-the Match Price Engine, one fit per league
reference optionalleague code-your choice of the league fixed at 1.00
Outputs

What it gives back

4
NameTypeUnitsNotes
deltafloat per leaguelog goal rate
goal_multiplierfloat per leaguex reference
interval(low, high) per leaguex reference
outsidefloatlog goal rateone shared offset for leagues with no domestic fit, plus a shrunk residual per side
Method

How it works

  1. Write log E[goals] = m + attack(home) + defence(away) + h + δ(league of home) − δ(league of away), holding the domestic strengths fixed.
  2. 2 further steps in the licensed specification
Assumptions
  • A side carries the level of the league it plays in now, which is why a relegated club's European run counts towards the division it is in today.
  • 1 further assumptions in the licensed specification
Limits
  • Leagues with fewer than about fifty European matches have intervals wide enough to swallow the difference between them; the page prints those intervals.
Validation

What it was measured at

ok

Fitted on the European ties in the store, with the reference league pinned at 1.00.

European matches in the fit2,832
Leagues placed14
Top of the ladderPremier League x1.00
Bottom of the ladderSuper League Greece x0.43
Widest intervalPremier League x0.82 to x1.22few European ties, and the price should say so
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:

  • 1 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.