All work
Applied MLSide project2024Quantitative modeling
Horse Racing Analytics
Ensemble modeling with Kelly Criterion bet sizing
PythonPandasMultinomial logit
One line summary
Benter style multinomial logit, weighted power score, and Bolton Chapman value filter with Kelly Criterion bet sizing. Analytical, personal interest work.
Status
Detailed case study is in progress. The summary above and the metadata in the header are accurate. Architecture diagrams, hardest technical challenges, and full results writeups are being authored in the coming days.
What this project covers
Benter style multinomial logit, weighted power score, and Bolton Chapman value filter with Kelly Criterion bet sizing. Analytical, personal interest work.
Role
Quantitative modeling.
Stack
- Python
- Pandas
- Multinomial logit