Strategy goal and highlights
DynamoXG is a RoMad driven strategy, which means that its goal is to maximise the ratio between yearly returns and max drawdowns.
The goal of this strategy is to increase the yearly returns yielded via quantitative fundamental value betting by increasing the amount of value bets selected.
Annualised ROC
Yield
Annual volatility
Single bet size
Strike rate
Avg Odd
Daily profit and loss
Full list of operationsMarkets composition
| League | 1X2 | AH | Composition | |||
|---|---|---|---|---|---|---|
| Home | Draw | Away | Home | Away | ||
The 3 pillars of all our sports trading strategies.
1. Sports trading approach
Our sports trading approach is based on quantitative analysis of sporting events' fundamentals. At its core lie Machine Learning and Bayesian Learning alghoritms that estimate the fair odds for upcoming football matches from Wyscout’s data feed. This approach aims to estimate a more likelihood probability distribution of future outcomes for a given match than the one derived from odds available in the betting market in order to find operations that yield positive expected value.
If you want to learn more about our trading approach have a look at our methodology page.
2. Betting markets
At the moment Mercurius' technology can operate on 13 different football leagues.
The selected automated strategy is executed within Betfair's exchange betting on the backside of the Asian Handicap and the "Home Draw Away" market. Although the core philosophical principles of each one of the two available strategies are the same, the triggers needed for placing orders, the type of selected outcomes and the leagues covered varies.
Triggers, leagues and outcomes vary from strategy to strategy because each one is designed to maximise different parameters in order to better fit the user's unique personality and risk profile.
3. Staking plan & order execution
The staking plan is Kelly’s Criterion capped at 1%. This means every bet will be 1% of a compounded bankroll. On a single event we may place bets on more than one market (1% on the money line and 1% on the AH) depending on the edge. We know execution is crucial. After analysing hundreds of millions of data points from Betfair's historical record of price action we developed as set of key features to optimize our execution and to accommodate all the liquidity of our clients.
Iceberg alghoritm
To ensure the desired amount is allocated in the value zone, the algorithm splits wagers over characteristics times for each individual league, this minimises slippage and prevent us from harming the market
Clustered execution
This feature is built to give priority to higher bankrolls, and efficiently place all the liquidity demanded by our clients.
Dynamic value detection
When slippage occurs, if the value moves from one outcome to another, the algorithm will wager the unmatched liquidity on the new outcome as long as it has a positive expected value.
Do you want to know more about our latest sports trading strategies?
Download the Information Document to learn about:
- The statistical models
- The trading approach
- Leagues and portfolio composition
- Yearly and monthly P&L (profits and losses)
