tag:blogger.com,1999:blog-5204092591876211047.comments2023-03-23T07:34:12.473-04:00Advanced NFL Stats CommunityUnknownnoreply@blogger.comBlogger617125tag:blogger.com,1999:blog-5204092591876211047.post-80834610244642438412013-01-15T20:02:02.118-05:002013-01-15T20:02:02.118-05:00I might be totally misunderstanding the concept of...I might be totally misunderstanding the concept of a 'bankroll' as used by the author, but could the bankroll simply be the number of remaining 4th down attempts in a given game?<br /><br />Here's an example I was imagining: It's a tie game at the final two-minute warning and your team has a 4th and inches call on your own 30. WP total and EP total both indicate that you should definitely go for it. Personally, I'm about sticking to the numbers.<br /><br />However, at this point, with only two minutes remaining, you likely only have one more (4th down) bet to make: this one. If you fail, you're likely to lose your stack. <br /><br />If you were faced with the same decision on your opening drive, then you might be more tolerant of variance knowing that you're likely to have future opportunities to bet.Luthernoreply@blogger.comtag:blogger.com,1999:blog-5204092591876211047.post-39074559652973096822013-01-13T12:32:41.260-05:002013-01-13T12:32:41.260-05:00Mike Smith bucking to get into the Jim Mora, the e...Mike Smith bucking to get into the Jim Mora, the elder Club, "Playoffs?"Jerrellhttps://www.blogger.com/profile/15556055773497319331noreply@blogger.comtag:blogger.com,1999:blog-5204092591876211047.post-41155838359905942212013-01-09T18:32:20.332-05:002013-01-09T18:32:20.332-05:00In blackjack, if the odds say you're better of...In blackjack, if the odds say you're better off hitting, you hit. The Kelly Criterion indicates how much you should bet - not whether you should hit. You don't conserve your influence over the gain by electing not to hit - you conserve your influence by limiting the size of your bet. It's not that hitting only makes sense in the long run. It's that it doesn't make sense in the short run to blow your entire bankroll on a bet that has good odds but isn't certain.<br />Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-5204092591876211047.post-85645272761395861002013-01-01T10:19:22.954-05:002013-01-01T10:19:22.954-05:00After all, it´s the way Jim Glass and I see it:
No...After all, it´s the way Jim Glass and I see it:<br />No single stat* can tell you how good/bad a QB was/is. No EPA, WPA, QBR, Y/PP or whatever. It always was and always will be team stats.<br /><br />So all* QB-Rankings are subjective.<br /><br />Karl, Germany<br /><br />(* Maybe the only way to extract QB-Performance from team stats is comparisons of QB´s on the same team in the same year. But then you have to "adjust" too: For less practise reps and preparations the backup QB´s get....)Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-5204092591876211047.post-21541096197995118392012-12-28T07:38:17.447-05:002012-12-28T07:38:17.447-05:00Thank you for any other fantastic post. Where else...Thank you for any other fantastic post. Where else may anybody get that type of info <br />in such a perfect approach of writing? I've a presentation subsequent week, and I'm at <br />the look for such info.<br /><i>my web site</i>: <b><a href="http://propertyinturkeyforsale.net/property-alanya/" rel="nofollow">propertyinturkeyforsale.net</a></b>Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-5204092591876211047.post-58005594920717300812012-12-27T20:31:54.735-05:002012-12-27T20:31:54.735-05:00Great look at the idea of "football capital&q...Great look at the idea of "football capital" that coaches have and probabilities, interesting stuff tunesmith.Topher Dollhttp://www.milehighreport.comnoreply@blogger.comtag:blogger.com,1999:blog-5204092591876211047.post-52768491437639101542012-12-21T12:56:25.075-05:002012-12-21T12:56:25.075-05:00I've thought about this a little, and may have...I've thought about this a little, and may have posted to the effect elsewhere, but applying the Kelly Criterion to fourth down decisions is incorrect: The Kelly Criterion is appropriately used in situations where you can (1) choose how much to wager, and (2) make as many wagers as you like. For a fourth down decision, neither of those is true: You only get one chance (barring penalties) to convert, and it's always the entire game that's on the line.<br /><br />In addition, the normal EV models (ones that are<br />about the chance to win the game) by their nature<br />already incorporate the potential future opportunities to win the game. Assuming that the conversion chance, EV model, and primacy of winning the game are all correct, there's no valid justification not to go for it (or punt, depending on the numbers)<br /><br />Instead of a poker analogy, here's a blackjack one: Early in a deep deck game, you've got 10,6 and the dealer's showing a 7. Do you hit, or stand? Does it make any sense stand as the "safe low risk option"? Or to conserve your "influence over this particular game"? Or to make some variance calculation using the marginal chance to win by hitting? Or do you think 'hitting only makes sense in the long run'?<br /><br />No! Assuming you like money, as soon as you're confident that your chance to win by hitting is better than your chance to win by standing you hit.<br /><br />The same way, if it increases your chance to win, you should go for it on fourth down. Now, in blackjack, our predictive model is very strong, and in fact, relatively common knowledge. By comparison, we're not really that certain how good our football model is, and it's relatively specialized knowledge.<br /><br />After musing, I find myself thinking that the fourth down decision may be more about discounting behaviors than about variance aversion.<br />http://en.wikipedia.org/wiki/Hyperbolic_discountingNatenoreply@blogger.comtag:blogger.com,1999:blog-5204092591876211047.post-47319372551870540412012-12-21T00:15:50.934-05:002012-12-21T00:15:50.934-05:00I guess in football the problem with using the Kel...I guess in football the problem with using the Kelly criterion is that this is a one size fits all model at the moment with regards to WP and thus the team doesn't have a calculable edge. The scenario would be more adequate if a team like the 2000 ravens had a huge edge running the ball and stopping teams but were down 5 points on their own 20 yard line on 4th and 1 with time running out but still plenty left. Perhaps 3rdQ with 4M left. They should punt even if it is lower EV than to go for it because of risk management. In this case they will be likely down 8 points, possibly even 12 or 13 if they fail and they would have to deviate from their gameplan and take more risks to get back to even in time. That means passing the ball and they simply are not built to do that well. They would have a lower EV passing than running I believe, and of their high risk fails they soon cut their effective bankroll down to beyond where they can recover. If they punt they get the ball back and they keep running and have a chance to eventually put up a TD.<br />The Kelly criterion would be relevant in poker if you had entire bankroll at risk. Say you were 80% to win with aces. You would want to risk 60% of your bankroll. To lose 95% requires a 2000% gain to compensate. If you win 4 times in a row then lose the 5th by doubling up the amount at risk where are you at with 90% of bankroll at risk each time? 80% 40%? You can try this yourself and see that "less" is sometimes more. I am not entirely convinced this plays a role in this particular example in football... A few reasons...<br />1)it's not as if a team has any traditional form of economic risk or value that can be wagered. Risk perhaps the same, but if you were 90% to convert a first down, how could you increase the weightings and risk more? If you were 30% how could you risk less? You can take other or lower variance strategies and balance the variance, but how do you measure that?<br />2)The bets cannot be made at will. I'd you fail a 4th down you can't simply take a loss and immediately try again. There is a time limit. True, WP adjusts and function as bankroll and as time decreases the bankroll may decrease or increase if you have a lead or not, but still.<br />3)defining the bankroll cannot easily be done.<br />I think risk management is still important, and Kelly criterion is a great tool of risk management, but finding actual utility for it in this case may be a bit more difficult.Mikenoreply@blogger.comtag:blogger.com,1999:blog-5204092591876211047.post-34933194485026216072012-12-20T23:52:09.792-05:002012-12-20T23:52:09.792-05:00Other thing about Kelly criterion or bankroll mana...Other thing about Kelly criterion or bankroll management is it requires you to have an edge. The idea is that you give up maximum EV in the short run to reduce the volatility of a decision to reduce your risk of ruin to zero. The Kelly criterion is designed for an unlimited amount of bets or maximizing your long term growth as The number of bets approach infinity. In the lotto example it would be more relevant if you could bet the same exact lotto conditions $1 at a time, or millions at a time. But the ticket drawn would have to be random otherwise you could guarantee a win by buying enough tickets and avoiding duplicates. Now if you had $1B simply buying 500M tickets wouldn't guarantee you a win, or even $1B. So you would actually reduce the amount you risk. However only betting a dollar wouldn't yield you a very large return on that $1B bankroll even if the ticket itself is EV. The idea of the Kelly might be to find a balance. Sometimes you have an absolute minimum bet allowed, such as a $1 ticket and do if your bankroll takes a hit you can't start using $.01 tickets. Sometimes your bankroll isn't large enough to justify the minimum bet because if you keep repeating that bet you will go broke due to volatility.Mikenoreply@blogger.comtag:blogger.com,1999:blog-5204092591876211047.post-5219698054167807572012-12-20T21:13:16.654-05:002012-12-20T21:13:16.654-05:00Just got my question answered from math.stackexcha...Just got my question answered from math.stackexchange.com . To be 99% sure of reaching cumulative expected value in that scenario, you have to take the bet 1520 times.tunesmithnoreply@blogger.comtag:blogger.com,1999:blog-5204092591876211047.post-67072900886249510482012-12-19T21:06:57.801-05:002012-12-19T21:06:57.801-05:00Peyton Manning got countered very effectively in t...Peyton Manning got countered very effectively in the 2010 playoffs by the jets. What Peyton did to try to avoid the counter exultation was to call a bluff play, then call a play at the line after giving defense chance to stem coverage. the jets noticed in film that on average Peyton took around 7 seconds from when the OL was set until he hiked the ball, and they would stem coverage much later than normal, and as a result many of his intended exploits exploiting soft coverages suddenly would face press coverage, and press would suddenly face soft coverage look. His presnap reads could not be relied upon. the Falcons effectively mixed up the presnap look in 2012 season as well picking him off multiple times in the first quarter. Even so he is probably the best presnap exploitative QBs in the game. My "expected points" is based entirely on Brian's calculator which is entirely based upon past results. If NFL teams are making several mistakes this really is only a strategy that is I exploitable against the average opponent. In reality I think the expected points model will need to evolve to apply towards specifics. That is another thing I have worked on. A spreadsheet that allows you to customize individual probabilities of ending up in a given situation from another. That will determines probability of converting and then with some help of some other information determine your expected points on both offense and defense. You could then modify th spreadsheet based upon certain presnap reads and how your expectations change given that particular read. It would then produce "expected points" based upon more specific data. You can then develop strategies based upon some of these principals.... But there's a lot more explaining that would have to be done for people to really understand the functionality and how to estimate more specific conversion data. My hope is to publish a kindle book at some point, but I have a ton of editing and structuring to do. Mike snoreply@blogger.comtag:blogger.com,1999:blog-5204092591876211047.post-81432791978117980492012-12-19T20:27:05.086-05:002012-12-19T20:27:05.086-05:00Yes this is a pseudo equilibrium strategy assuming...Yes this is a pseudo equilibrium strategy assuming that you can have such a solution on other downs and that the defense can neutralize opponents edge as well.. It's based on several assumptions. It is certainly far from perfect. And yes, a pure exploitative strategy would be 100% pass or run. What I did was a model that uses one function of the simplified "Kelly Criterion" risk management strategy to exploit based upon long term growth. Pure exploitative strategies assume opponents won't make counter adjustments. So this one hedges against it but is maximally aggressive based on some risk management theory that probably doesn't entirely apply. I used it because I think always doing one thing is so entirely exploitable and obvious,particulately in football, that one would have to be brain dead not to adjust. However with some mixture weighted towards the strongest strategy to the exact degree that it has value over the other is the maximally aggressively "Kelly criterion" strategy. The idea is that you can exploit to the strongest degree in which you can still handle the volatility of opponents counter adjustments. You can also better disguise the fact you are exploiting due to variance. I feel anything beyond this would not be exploitable over the long run because the strategy would become entirely obvious, and vulnerable. Rather than label it "Kelly criterion based semi exploitative strategy" without taking a lot of time to get into Kelly criterion and it's applications, I just labeled it "exploitative strategy". I personally feel realistically it is the maximum exploitative strategy that you can put into practice in real life or very close to it. The balanced strategy is a less aggressive exploitative strategy that reduces variance. In areas the Kelly criterion is commonly used 1 half the Kelly criterion bet will produce 3/4ths the result as the full Kelly bet with 1/2 the variance. But this is a really I'm depth subject and there are entire books on it. It usually applies to money management, not expected points management and is not always used in game theory, except perhaps with regards to a poker tournament or blackjack card counting to a limited extent.<br /><br />You are entirely correct about presnap reads, this is a subject I plan to get very in depth into. 8 men in the box or more makes passing easier and rushing more difficult in theory. I haven't seen an actual statistical analysis but it's pretty intuitive that there are solutions, yes passing plays has entirely different functions but if you want to get into specifics upon which one you have to read the coverage and know what percentage of the time the opponents defense actually sticks with the defensive coverage they show. Cover 2 would be vulnerable down the seems and the exploitative strategy would attempt the pass down the outside fade routes and corner routes underneath the safeties and 4 verticals against traditional cover 2, with a window underneath the MLB in a standard Tampa 2. Man cover two would require exploiting individual personel matchups, and depending on if the team uses inside or outside leverage might be rub routes (crossing drag routes) or whip routes (zig/zag routes). But there is also press man coverage and fade routes and slants or slants and gos work. Any natural pick routes works very well (Peyton Manning is the king of these combination routes that he will call at the line taking a very aggressive exploitative strategy that themike snoreply@blogger.comtag:blogger.com,1999:blog-5204092591876211047.post-4811426195212841662012-12-14T14:00:20.560-05:002012-12-14T14:00:20.560-05:00All the stat-oriented discussion of play calling I...All the stat-oriented discussion of play calling I've seen pretends that plays are called as either pass, or rush in the huddle when, in fact, the quarterback frequently has the opportunity to make reads before the snap. Similarly, they assume that all rush and pass plays are equal, independent events, when, in fact, there's a huge difference in terms of expected outcome between say, a hail Mary and a bubble screen, and that play-action passing is silly unless you do sometimes run the ball.<br /><br />The article mentions a Nash Equilibrium, but there's no mention about what the defense's choices, or the relative payoffs are.<br /><br />As mentioned in the post, an exploitative strategy should never be mixed. (At best, it's ambivalent.) Yet the charts that are posted suggest that yours are.<br /><br />Natenoreply@blogger.comtag:blogger.com,1999:blog-5204092591876211047.post-77710719519256337382012-12-14T02:30:14.137-05:002012-12-14T02:30:14.137-05:00First off I want to say superb blog! I had
a quic...First off I want to say superb blog! I had <br />a quick question in which I'd like to ask if you don't mind.<br />I was interested to know how you center yourself and clear your head <br />before writing. I've had difficulty clearing my thoughts in getting my ideas out. I truly do take pleasure in writing however it just seems like the first 10 to 15 minutes tend to be lost just trying to figure out how to begin. Any suggestions or hints? Many thanks!<br /><i>Here is my site</i> :: <b><a href="http://www.yourtobaccosstore.com/9-Captain-Black" rel="nofollow">http://www.yourtobaccosstore.com/</a></b>Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-5204092591876211047.post-72229864329966395032012-12-13T20:38:05.735-05:002012-12-13T20:38:05.735-05:00Hello There. I discovered your blog the usage of m...Hello There. I discovered your blog the usage of msn. This is a really <br />neatly written article. I'll make sure to bookmark it and come back to learn extra of your useful information. Thanks for the post. I will definitely return.<br /><i>Here is my web page</i> : <b><a href="http://www.yourtobaccosstore.com/8-mac-baren" rel="nofollow">mac Baren</a></b>Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-5204092591876211047.post-19832637765383159762012-12-11T15:39:59.910-05:002012-12-11T15:39:59.910-05:00Edited copy is in and this post is updated. Thanks...Edited copy is in and this post is updated. Thanks Ed.mike snoreply@blogger.comtag:blogger.com,1999:blog-5204092591876211047.post-47169149445079023462012-12-11T13:57:49.744-05:002012-12-11T13:57:49.744-05:00Sorry guys I need to edit this I will get an updat...Sorry guys I need to edit this I will get an updated copy in soon.mike snoreply@blogger.comtag:blogger.com,1999:blog-5204092591876211047.post-74879332004553216482012-12-06T17:47:57.191-05:002012-12-06T17:47:57.191-05:00Hey there! I've been reading your weblog for a...Hey there! I've been reading your weblog for a long time now and finally got the courage to go ahead and give you a shout out from Humble Tx! Just wanted to mention keep up the excellent job!<br /><i>Review my homepage</i> ; <b><a href="http://www.yourtobaccosstore.com/6-amber-leaf" rel="nofollow">amber leaf</a></b>Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-5204092591876211047.post-45905263938630266092012-12-05T03:43:25.884-05:002012-12-05T03:43:25.884-05:00I've been surfing online more than 3 hours tod...I've been surfing online more than 3 hours today, yet I never found any interesting article like yours. It is pretty worth enough for me. In my opinion, if all webmasters and bloggers made good content as you did, the net will be much more useful than ever before.<br /><i>Feel free to visit my webpage</i> ; <b><a href="http://www.yourtobaccosstore.com/15-erinmore" rel="nofollow">erinmore mixture</a></b>Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-5204092591876211047.post-77411286352703764782012-12-04T17:04:25.789-05:002012-12-04T17:04:25.789-05:00would be interesting to "normalize" the ...would be interesting to "normalize" the data by considering how his odds would change had he had an "average" defense and all QBs having an "average" defense and as a result the probability of GETTING to the playoffs would have to be adjusted. For example, if the probability of an average QB getting to the playoffs with that same defense is 30% rather than the theoretical 12/32 or 37.5%, you would need to boost the QBs RP by at least 25%. I think it could still be skewed towards QBs on superior teams perhaps even with this adjustment because what if due to randomness a player got there and happened to have a good game or two... Maybe Tom Brady in a different dimension never gets to the playoffs because he gets drafted by the Detroit Lions or Bengals or whatever team has been the most terrible and they don't manage the cap as well as the Patriots and he never has a chance. Even though hedrastically boosts the amount of wins per season from say a 3-13 team to 6-10 or 6-10 to 9--7 perhaps his team still doesn't make the playoffs and as a result, even though his regular season WPA is excellent, his RP would be nowhere near what it is. So although I agree the WPA is already goo dand I see what you are trying to do with the "superbowld rings" argument, I think it still should be normalized to boost QBs who are on bad teams and punish QBs on good teams. But I also think there are certain games in the regular season that are more important, and if a QB blows his chance of getting into the playoffs with low or negative WPA when it counts most (9-6 where a win gets them into the playoffs and a loss doesn't), that is nearly as significant as a playoff loss, and it needs to be reflected as well. We could create a "clutch index" that weights the important games more significantly and normalizes the data.Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-5204092591876211047.post-20959187419698102462012-12-04T16:53:10.081-05:002012-12-04T16:53:10.081-05:00I think that is extremely unfair to look at "...I think that is extremely unfair to look at "rings". Dan Marino didn't have a chance, and neither would many "great" QBs on that same team. But I do believe there is some serious validity in adding value based on how "clutch" someone is, or how "clutch" a coach is, even if there isn't significant evidence that it exists, it still is much more important than a regular season game if it determines your playoff fate, or if it is a playoff game, and the difficulty of winning is as hard as it ever will be. But you would HAVE to normalize it based upon the team and opportunity that they can be given. Daunte Culpepper is a bit surprising to do that well in this list because the defense was so horrendous the Vikings never really had a chance in that day and age of winning a superbowl. So mainly it was ALL on Daunte and the offense to do it. Yet he didn't have a great runningback, even though the offensive line and running game ranked near the top because Daunte often scrammbled for big gains. The fact that he still has a RP in the top 10 I think is extremely impressive, and perhaps more so than some above him on incredibly talented teams with excellent defenses. Tom Brady is no doubt an amazing QB, as is Eli Manning, but both of those teams have some serious weapons around them and great coaching staff and defenses. I think we tend to put the players that happen to get opportunity more because of the strong defenses in a higher regard, and perhaps unfairly so.Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-5204092591876211047.post-29858155924027880962012-12-04T16:44:44.819-05:002012-12-04T16:44:44.819-05:00oh, good point about already having a 50% chance o...oh, good point about already having a 50% chance of winning the game when it starts....<br />The other thing that should be possible is to try to "normalize" the data for opportunity.<br /><br />So if a QB on a terrible team had perhaps a .10 WPA per game, but his team not including himself has a .40 WP or -.10 WPA, then the player is on a team that would need to be boosted by 5/4 to figure out his opportunity on an average team... So you could multiply his RP by 1.25 for regular season games to "normalize" the data, giving him a WP per game of .125 while QBs that benefit from a strong defense and offensive line would get cut down perhaps by 80% from .1 per game to .08. This way you don't unfairly cut down QBs on terrible teams that do FAR more to get their team in position to win a Superbowl and make the most of it when they are there. Afterall, this "RP" will greatly be skewed by QBs on VERY VERY GOOD teams that are just mildly have positive WPA in the playoffs and superbowl, and you should account for the chance their team gets of getting them there.Anonymousnoreply@blogger.comtag:blogger.com,1999:blog-5204092591876211047.post-91459709340140012822012-12-04T16:24:57.841-05:002012-12-04T16:24:57.841-05:00This is really interesting. Another more complex t...This is really interesting. Another more complex thought/idea is in the regular season that "not all wins are created equal" and all the ramifications it has. And in the regular season to use "playoff probability added". The thing is, a 9-6 team for example might only get in with a win. To them any win probability added in that game will get 100% of it's value because a win is 100% responsible for the playoffs. When the team is 8-6 (assuming they HAVE to win out and if they do they are in for sure, and if they don't they are out for sure) a win would correspond to 50% of their playoff hopes, or all playoff probability added would be 50% of their normal WPA to compose of their PPA.<br />The reason this gets interesting is you If you could determine how much not using a play at all adds to it's effectiveness, you could determine strategically if it's worth not using the most effective play in one game, based upon calculating out the playoff percentages. Just like a pool hustler (billiards) when someone might intentionally throw a game at a $50 stake to try to win two more at $100 stake and double the amount they get, it might make sense tofor example, NOT use an onside kick early on in the season as a surprise, even though it is advantageous so that when the win is more meaningful and the play is more critical to your playoff chances, then you can consider a more optimal gameplan. So perhaps coaches are right being more conservative early in the year, because if they end up 3-10 no amount of wins will help and they can save the element of surprise for next year (if there is one for that coach) or if they are 13-0 and have clinched division and homefield advantage, they can save it for the playoffs, but if they are 7-6 or 8-5 or something, then they can consider using more optimal gameplan provided they don't have a crushing lead at halftime... This way they save the element of surprise advantage like Sean Peyton did in the superbowl when he needed to the most.<br />Of course if you get a bye week your superbowl chances are significantly better by at least one game, so you can quantify that advantage as well as getting into the playoffs and convert Playoff probability added to "superbowl probability added" depending on your odds of getting a first round bye or not.mike snoreply@blogger.comtag:blogger.com,1999:blog-5204092591876211047.post-8469250616903981532012-11-13T17:49:37.874-05:002012-11-13T17:49:37.874-05:00Thanks Andrew. It was interesting playing around ...Thanks Andrew. It was interesting playing around with the detailed play by play data.Michael Beuoyhttps://www.blogger.com/profile/03960600491528993233noreply@blogger.comtag:blogger.com,1999:blog-5204092591876211047.post-26669603640986489132012-11-12T19:21:19.576-05:002012-11-12T19:21:19.576-05:00This is a great writeup, thanks!This is a great writeup, thanks!Andrew Folandhttp://nuclearmangos.blogspot.comnoreply@blogger.com