Tuesday, November 27, 2007

Ivy League November

If you've been following this blog, you may have suspected that I ended October with a zero bankroll and a conspicuous absence of backers. On October 30th I was contacted by a Harvard University statistics professor, whose specialty is time series analysis and forecasting. He had been following my monthly progress and apparently had modelled my equity curve using spectral analysis, and was using it as part of an undergraduate course he was teaching. Not wishing to interrupt the "flow of data" and knowing I was broke, he offered to put up $7,200 for November, predicting that it would last me exactly 26 days based on my previous playing patterns and table limits. In fact he calculated 7 different time series which would most likely simulate my bankroll, and was so confident in his forecasting model that he offered to let me keep any money left after 26 days.

The following chart shows his 7 likely outcomes, with my actual results in thick red. Uncanny, eh?


RaisingCayne said...

Statistics professors are the nuts!

Incredible! Almost makes me miss college stats courses. ... Almost.