Tuesday, October 1, 2013

Quant Facts now 36-21 (63.2%)

With the tennis U.S. Open predictions completed, our "quant fact" sports predictions are now 36-21, for a 63.2% winning percentage.   Our U.S. Open predictions were based on the application of Monte Carlo techniques applied to each player's ability to hold and break serve, as mentioned in our New York Times article.

The tennis model built on other Monte Carlo research for New York Times football and basketball articles -- and other projects.  In addition to the Monte Carlo tennis research, we recently applied methods used by sabermetricians to baseball and other sports -- to an in-depth study of the all-time tennis greats (discussed briefly, here).

Our quant fact predictions are based on statistical and quantitative models that study factors related to sports psychology, where possible.  We sometimes key in on factors that sports analysts may undervalue -- so we sometimes find value on the underdog.  Thus, a 63% winning percentage is respectable, considering that we sometimes go against the grain (like we did, incorrectly, in the Nadal- Djokovic U.S. Open Final).

Carlton Chin is a portfolio strategist and fund manager.  An MIT-trained "quant," Carlton likes to apply statistical and probabilistic models to the financial markets, portfolio construction, and sports.  
Dr. Jay Granat is a psychotherapist and has worked with athletes of all levels.  Jay is the founder of StayInTheZone.com.