יום ראשון, 16 בספטמבר 2012

UEFA CL 2012-13 Simulations

Barcelona and Real Madrid re huge favorites to take the title. Part of the reason for that, is that many contenders might lose early to lesser teams and make the road easier for them.

Based on 100K simulations:


Group Country Team Coefficients Points 1st 2nd 3rd 4th Round16 Quarter Semi Finalist Champion
7 Esp FC Barcelona 25.23 14.65 0.913 0.078 0.008 0.001 0.131 0.176 0.166 0.172 0.346
4 Esp Real Madrid 22.66 11.87 0.643 0.237 0.097 0.023 0.142 0.167 0.153 0.154 0.264
8 Eng Manchester United 20.43 13.56 0.842 0.126 0.028 0.004 0.304 0.294 0.192 0.103 0.074
6 Ger Bayern München 19.25 12.21 0.638 0.250 0.102 0.010 0.307 0.258 0.167 0.089 0.068
1 Por FC Porto 17.99 11.76 0.627 0.243 0.106 0.023 0.353 0.258 0.147 0.070 0.043
4 Eng Manchester City 15.35 8.67 0.190 0.363 0.315 0.133 0.226 0.141 0.091 0.053 0.042
4 Ger Borussia Dortmund 13.95 8.08 0.147 0.312 0.364 0.176 0.204 0.118 0.073 0.038 0.026
5 Eng Chelsea 16.37 10.53 0.384 0.326 0.262 0.029 0.325 0.208 0.107 0.045 0.024
2 Eng Arsenal 14.88 9.83 0.425 0.274 0.187 0.114 0.330 0.213 0.100 0.038 0.018
5 Ukr Shakhtar Donetsk 15.24 10.01 0.311 0.330 0.320 0.039 0.329 0.179 0.085 0.032 0.016
5 Ita Juventus 15.06 9.91 0.301 0.325 0.333 0.041 0.326 0.173 0.082 0.030 0.015
3 Ita AC Milan 13.93 9.45 0.366 0.285 0.215 0.133 0.343 0.187 0.082 0.027 0.012
7 Por Benfica 13.00 8.55 0.068 0.586 0.249 0.098 0.401 0.156 0.066 0.022 0.009
3 Rus Zenit St. Petersburg 13.08 9.05 0.315 0.285 0.241 0.159 0.337 0.165 0.068 0.022 0.008
6 Esp Valencia 13.90 9.38 0.212 0.395 0.332 0.061 0.336 0.172 0.069 0.022 0.008
2 Ger Schalke 04 12.25 8.60 0.267 0.285 0.250 0.198 0.320 0.151 0.058 0.017 0.006
3 Esp Málaga CF 11.56 8.25 0.228 0.267 0.280 0.225 0.286 0.142 0.050 0.013 0.004
1 Ukr Dinamo Kiev 11.93 8.58 0.183 0.347 0.330 0.139 0.348 0.126 0.042 0.010 0.003
6 Fra Lille OSC 12.09 8.57 0.146 0.325 0.436 0.093 0.307 0.111 0.040 0.011 0.003
1 Fra Paris Saint-Germain 11.56 8.39 0.170 0.330 0.350 0.149 0.337 0.114 0.038 0.009 0.003
2 Gre Olympiakos Piraeus 9.87 7.51 0.170 0.231 0.281 0.317 0.266 0.097 0.030 0.007 0.002
2 Fra Montpellier 8.97 7.08 0.138 0.209 0.282 0.371 0.242 0.078 0.022 0.004 0.001
4 Ned Ajax 5.49 4.70 0.020 0.088 0.224 0.668 0.072 0.024 0.009 0.002 0.001
8 Por Sporting Braga 10.71 8.10 0.094 0.442 0.310 0.154 0.406 0.100 0.024 0.005 0.001
7 Rus Spartak Moscow 7.57 5.94 0.014 0.223 0.433 0.329 0.182 0.042 0.011 0.002 0.000
3 Bel Anderlecht 7.37 6.28 0.091 0.162 0.264 0.483 0.189 0.051 0.012 0.002 0.000
8 Tur Galatasaray 8.66 7.02 0.053 0.312 0.387 0.249 0.295 0.057 0.011 0.001 0.000
7 Sco Celtic 5.02 4.59 0.005 0.113 0.310 0.572 0.099 0.016 0.003 0.000 0.000
1 Cro Dinamo Zagreb 4.56 4.59 0.019 0.080 0.213 0.688 0.086 0.012 0.001 0.000 0.000
8 Rom CFR Cluj 4.90 4.83 0.012 0.120 0.275 0.593 0.119 0.012 0.001 0.000 0.000
6 Bls BATE Borisov 3.02 3.36 0.004 0.030 0.130 0.836 0.031 0.003 0.000 0.000 0.000
5 Den FC Nordsjælland 2.63 3.03 0.004 0.019 0.086 0.892 0.020 0.002 0.000 0.000 0.000

UEFA EL 2012-13 Simulations

Atlético Madrid are the favorites, many CL teams might drop out and win the title as well:

Based on 100K simulations:


Group Country Team Coefficients Points 1st 2nd 3rd 4th Round32 Round16 Quarter Semi Finalist Champion
2 Esp Atlético Madrid 15.01 13.78 0.860 0.115 0.021 0.004 0.254 0.232 0.173 0.123 0.086 0.106

Eng Manchester City





0.055 0.051 0.049 0.040 0.037 0.081

Ger Borussia Dortmund





0.075 0.067 0.058 0.046 0.041 0.077

Esp Real Madrid





0.005 0.008 0.007 0.008 0.013 0.056
10 Eng Tottenham Hotspur 11.42 11.87 0.596 0.279 0.110 0.016 0.311 0.236 0.147 0.088 0.049 0.044

Eng Chelsea





0.064 0.058 0.046 0.033 0.025 0.035

Ita Juventus





0.098 0.079 0.057 0.040 0.027 0.033

Ukr Shakhtar Donetsk





0.093 0.074 0.054 0.039 0.027 0.033
11 Ger Bayer Leverkusen 10.57 11.55 0.617 0.251 0.098 0.034 0.344 0.244 0.142 0.074 0.036 0.028
4 Eng Newcastle United 8.98 10.16 0.454 0.283 0.173 0.090 0.299 0.203 0.117 0.063 0.030 0.024
5 Ger VfB Stuttgart 10.55 11.80 0.666 0.215 0.088 0.031 0.363 0.254 0.139 0.070 0.032 0.023

Ger Bayern München





0.017 0.019 0.016 0.014 0.013 0.023

Esp Valencia





0.114 0.088 0.055 0.034 0.020 0.021
6 Ita Napoli 9.29 10.73 0.486 0.301 0.162 0.051 0.343 0.216 0.120 0.059 0.027 0.021
3 Ger Borussia Mönchengladbach 8.95 10.40 0.445 0.302 0.190 0.063 0.320 0.206 0.115 0.060 0.027 0.020

Eng Arsenal





0.052 0.045 0.033 0.023 0.015 0.018
12 Ger Hannover 96 8.89 10.51 0.421 0.324 0.210 0.045 0.327 0.206 0.112 0.056 0.026 0.018
9 Esp Athletic Bilbao 8.94 10.57 0.430 0.341 0.181 0.048 0.348 0.214 0.114 0.055 0.024 0.017

Por FC Porto





0.024 0.022 0.018 0.014 0.011 0.017

Fra Lille OSC





0.177 0.116 0.068 0.039 0.020 0.017

Por Benfica





0.090 0.060 0.040 0.027 0.016 0.016
8 Ita Internazionale 10.35 12.24 0.560 0.348 0.084 0.008 0.429 0.251 0.129 0.060 0.024 0.016

Ita AC Milan





0.070 0.053 0.037 0.024 0.016 0.016
1 Eng Liverpool 8.19 9.86 0.405 0.289 0.206 0.100 0.307 0.196 0.103 0.050 0.023 0.016
9 Fra Olympique Lyon 8.70 10.49 0.418 0.343 0.187 0.052 0.357 0.209 0.108 0.051 0.022 0.015

Rus Zenit St. Petersburg





0.085 0.061 0.040 0.025 0.015 0.015
12 Esp Levante UD 8.38 10.23 0.376 0.340 0.232 0.053 0.331 0.198 0.102 0.050 0.021 0.014

Ger Schalke 04





0.091 0.065 0.042 0.025 0.014 0.012

Esp Málaga CF





0.110 0.077 0.044 0.025 0.013 0.012

Ukr Dinamo Kiev





0.139 0.088 0.051 0.027 0.014 0.011

Fra Paris Saint-Germain





0.150 0.095 0.054 0.028 0.013 0.011
4 Fra Girondins Bordeaux 7.12 9.12 0.308 0.311 0.234 0.147 0.302 0.166 0.084 0.040 0.016 0.011
10 Ita Lazio Roma 7.72 9.88 0.281 0.413 0.252 0.054 0.353 0.184 0.090 0.041 0.016 0.009
7 Por Sporting CP Lisbon 8.37 10.61 0.458 0.310 0.183 0.049 0.395 0.211 0.097 0.041 0.015 0.009

Ned Ajax





0.097 0.057 0.033 0.018 0.010 0.009
3 Fra Olympique Marseille 7.11 9.36 0.301 0.322 0.271 0.106 0.316 0.168 0.081 0.036 0.014 0.008
6 Ned PSV Eindhoven 7.45 9.67 0.330 0.346 0.233 0.091 0.349 0.181 0.085 0.038 0.014 0.008

Gre Olympiakos Piraeus





0.126 0.074 0.042 0.022 0.010 0.007
8 Rus Rubin Kazan 8.79 11.29 0.390 0.465 0.131 0.015 0.475 0.225 0.097 0.038 0.014 0.007
1 Rus Anzhi Makhachkala 6.40 8.82 0.270 0.295 0.275 0.161 0.300 0.150 0.069 0.029 0.010 0.006

Eng Manchester United





0.005 0.005 0.005 0.004 0.003 0.006

Fra Montpellier





0.133 0.077 0.039 0.019 0.008 0.006
1 Ita Udinese 6.34 8.79 0.267 0.291 0.277 0.164 0.297 0.150 0.068 0.028 0.010 0.006

Rus Spartak Moscow





0.234 0.110 0.052 0.023 0.009 0.005

Esp FC Barcelona





0.000 0.001 0.001 0.001 0.001 0.005
7 Sui FC Basel 7.20 9.85 0.341 0.343 0.240 0.076 0.392 0.179 0.072 0.028 0.009 0.004
3 Tur Fenerbahçe 5.94 8.63 0.223 0.294 0.333 0.150 0.291 0.135 0.057 0.022 0.008 0.004
11 Ukr Metalist Kharkiv 6.56 9.14 0.255 0.387 0.233 0.125 0.374 0.163 0.068 0.024 0.008 0.004

Por Sporting Braga





0.164 0.082 0.038 0.017 0.006 0.004

Bel Anderlecht





0.141 0.070 0.032 0.014 0.005 0.003
12 Ned FC Twente Enschede 5.65 8.57 0.191 0.289 0.396 0.123 0.282 0.123 0.049 0.018 0.005 0.003

Tur Galatasaray





0.233 0.095 0.038 0.014 0.004 0.002
4 Bel Club Brugge 4.46 7.33 0.144 0.229 0.308 0.319 0.227 0.094 0.035 0.012 0.003 0.002
2 Cze Viktoria Plzen 5.45 8.30 0.095 0.488 0.280 0.137 0.384 0.132 0.047 0.015 0.004 0.001
6 Ukr Dnipro Dnipropetrovsk 4.81 7.85 0.153 0.261 0.376 0.211 0.263 0.100 0.035 0.011 0.003 0.001
10 Gre Panathinaikos 4.66 7.84 0.115 0.265 0.465 0.156 0.247 0.089 0.030 0.009 0.003 0.001

Sco Celtic





0.198 0.073 0.027 0.009 0.003 0.001
9 Cze Sparta Praha 4.59 7.75 0.133 0.247 0.423 0.197 0.250 0.088 0.030 0.009 0.002 0.001
5 Den FC København 5.18 8.24 0.174 0.347 0.286 0.193 0.355 0.115 0.037 0.011 0.002 0.001
7 Bel Racing Genk 5.02 8.26 0.179 0.277 0.382 0.162 0.311 0.102 0.032 0.009 0.002 0.001
4 Por Maritimo Funchal 3.47 6.45 0.094 0.178 0.284 0.444 0.183 0.061 0.020 0.005 0.001 0.000

Cro Dinamo Zagreb





0.146 0.048 0.014 0.004 0.001 0.000
5 Rom Steaua Bucuresti 3.97 7.18 0.105 0.264 0.331 0.300 0.276 0.071 0.017 0.004 0.001 0.000
1 Sui Young Boys 2.64 5.63 0.058 0.124 0.242 0.576 0.135 0.036 0.009 0.002 0.000 0.000
11 Aut Rapid Wien 3.27 6.45 0.070 0.193 0.345 0.392 0.200 0.049 0.012 0.002 0.000 0.000

Den FC Nordsjælland





0.065 0.016 0.004 0.001 0.000 0.000
11 Nor Rosenborg BK 2.94 6.08 0.057 0.169 0.324 0.450 0.175 0.040 0.009 0.002 0.000 0.000

Rom CFR Cluj





0.206 0.052 0.013 0.003 0.001 0.000
2 Isr Hapoel Tel-Aviv 3.23 6.39 0.032 0.256 0.393 0.319 0.222 0.051 0.012 0.002 0.000 0.000
8 Srb Partizan Belgrade 3.29 6.84 0.047 0.164 0.610 0.179 0.175 0.030 0.005 0.001 0.000 0.000

Bls BATE Borisov





0.098 0.025 0.006 0.001 0.000 0.000
6 Swe AIK Stockholm 2.06 4.97 0.032 0.092 0.229 0.647 0.100 0.019 0.004 0.001 0.000 0.000
3 Cyp AEL Limassol 1.95 4.81 0.030 0.082 0.206 0.682 0.090 0.018 0.003 0.001 0.000 0.000
9 Isr Hapoel Kiryat Shmona 1.70 4.49 0.019 0.069 0.209 0.703 0.074 0.012 0.002 0.000 0.000 0.000
5 Nor Molde FK 2.84 5.99 0.055 0.173 0.295 0.477 0.185 0.036 0.006 0.001 0.000 0.000
2 Por Académica Coimbra 2.09 5.06 0.013 0.141 0.306 0.540 0.131 0.019 0.003 0.000 0.000 0.000
10 Slo NK Maribor 1.27 3.85 0.009 0.044 0.174 0.774 0.046 0.006 0.001 0.000 0.000 0.000
12 Swe Helsingborg IF 1.39 4.02 0.013 0.048 0.161 0.778 0.052 0.007 0.001 0.000 0.000 0.000
7 Hun FC Fehérvár 1.72 4.54 0.022 0.070 0.196 0.712 0.081 0.010 0.001 0.000 0.000 0.000
8 Azb Neftchi Baku 0.91 3.28 0.002 0.023 0.176 0.799 0.024 0.001 0.000 0.000 0.000 0.000

UEFA CL and EL 2012-13 Simulations Methodology

It has been a while since I last posted...
I've implemented a simulation program of all Champions League matches and draws.
The simulations are based on the wonderful ELO based rankings in the website: http://clubelo.com/
Many thanks for Lars, the owner of the site.
You can check out the site to know exactly how the rankings are made, but their basic is maximizing the prediction power of future games. There are many explanation and graphs there.
The number of home and away goals are assumed to be independent Random Poisson Variables with an expectancy of:
Goals for the Home team:
        if Proba < 0.5:
            Home Goals = 0.2 + 1.1*sqrt(Proba/0.5)
        else:
            Home Goals = 1.69 / (1.12*sqrt(2 -Proba/0.5)+0.18)

Goals for the Away team:
        if Proba < 0.8:
            Away goals = -0.96 + 1/(0.1+0.44*sqrt((Proba+
0.1)/0.9))
        else:
            Away goals = 0.72*sqrt((1 - Proba)/0.3)+0.3
"Proba" is the Winning Expectancy from the Elo Formula, ranging from 0 to 1.
Those values derived from Historical Data, and provided by Lars.
Of course the rankings are based mostly on last year, so take that into account if you want to use them for betting or any other purpose.


יום רביעי, 19 באוקטובר 2011

Ivanisevic Has Won The Most Points Of Any Other Player By Being Clutch

I took the ATP stats for 431 players from ATP Matchfacts site:
Then, for each player and surface I calculated the expected number of break points he should have won (separately for serving and returning) given the points he actually won.
Then I calculated how good was the player comparing to the number of break points he actually won.
Ivanisevic has won the most points by being clutch, followed by Sampras (though the difference between them isn't statistical significant).
Unsurprisingly, Djokovic is also high on the list.

Edit: I added columns for service and return separately.
As you can see, most players are doing worse than expected when serving and better when returning.
In total, the 431 players win 62.11% of their service points, and on break points they win only 60.09%. On return, those players win 38.97% of the points, and on break points they win 40.95%.

Here are the top 50:


Position Name Total Expected Total Won Total Played Difference service return
1 Goran Ivanisevic 3229.39 3362 6402 132.61 -19.28 151.88
2 Pete Sampras 4171.30 4303 8373 131.70 -31.05 162.76
3 Thomas Muster 4290.19 4411 8326 120.81 1.60 119.21
4 Novak Djokovic 3347.59 3460 6530 112.41 -9.79 122.20
5 Alexander Volkov 2277.80 2372 4554 94.20 5.44 88.76
6 Fabrice Santoro 5990.05 6084 11930 93.95 -9.69 103.64
7 Thomas Johansson 3531.05 3624 7053 92.95 -54.97 147.93
8 Andreas Vinciguerra 1098.42 1188 2178 89.58 45.05 44.52
9 Marcos Ondruska 1805.77 1892 3627 86.23 13.64 72.58
10 Andre Agassi 5919.76 6000 11602 80.24 -29.61 109.85
11 Yevgeny Kafelnikov 5074.88 5155 10044 80.12 -54.13 134.25
12 Robin Soderling 2713.00 2786 5361 73.00 -66.65 139.65
13 Paul Haarhuis 2452.82 2521 4869 68.18 -28.49 96.67
14 Vincent Spadea 4747.47 4813 9382 65.53 -58.91 124.44
15 Jan-Michael Gambill 2060.23 2124 4026 63.77 -4.46 68.23
16 Rafael Nadal 4483.64 4543 8649 59.36 -43.29 102.65
17 Nicolas Kiefer 3912.44 3970 7758 57.56 -77.06 134.62
18 Jarkko Nieminen 3666.64 3723 7269 56.36 -30.08 86.45
19 Patrick McEnroe 1502.70 1557 2996 54.30 21.53 32.76
20 Michael Stich 2220.01 2274 4386 53.99 -3.03 57.02
21 Fernando Gonzalez 3382.66 3436 6715 53.34 -52.25 105.59
22 Nicolas Massu 3205.80 3258 6260 52.20 -16.70 68.90
23 Stefan Edberg 2806.85 2857 5503 50.15 -8.43 58.58
24 Filip Dewulf 1090.30 1138 2189 47.70 -5.53 53.23
25 Dmitry Tursunov 1803.44 1849 3579 45.56 -24.71 70.27
26 Ruben Ramirez Hidalgo 977.40 1022 1954 44.60 -16.51 61.11
27 Felix Mantilla 3896.81 3941 7643 44.19 -79.93 124.12
28 Jeff Tarango 3047.08 3090 6118 42.92 -30.85 73.77
29 Paul Goldstein 1357.29 1400 2723 42.71 8.58 34.14
30 Gilles Simon 2694.99 2737 5321 42.01 -28.44 70.45
31 Andrei Chesnokov 2123.89 2164 4246 40.11 -24.02 64.13
32 Fernando Verdasco 3616.24 3656 7113 39.76 -67.52 107.28
33 Viktor Troicki 1560.27 1600 3098 39.73 -22.44 62.17
34 Jonas Svensson 894.66 934 1781 39.34 19.61 19.72
35 Jo-Wilfried Tsonga 1152.08 1191 2302 38.92 -24.84 63.77
36 Juan Martin Del Potro 1684.37 1723 3334 38.63 -34.70 73.33
37 Brad Gilbert 1325.95 1364 2618 38.05 -14.80 52.85
38 Florent Serra 1942.16 1980 3899 37.84 -8.25 46.09
39 Jared Palmer 681.11 718 1352 36.89 8.59 28.29
40 Jiri Vanek 1289.33 1325 2603 35.67 -6.44 42.11
41 Christian Bergstrom 778.04 812 1553 33.96 -11.11 45.07
42 Mikhail Youzhny 4081.19 4115 8118 33.81 -74.44 108.25
43 Olivier Rochus 3214.39 3248 6433 33.61 -45.54 79.16
44 James Blake 3754.47 3787 7429 32.53 -76.96 109.49
45 Tommy Haas 4353.88 4386 8673 32.12 -102.99 135.11
46 Greg Rusedski 3275.38 3307 6537 31.62 -41.95 73.58
47 Sergi Bruguera 3783.16 3814 7360 30.84 -80.74 111.58
48 Byron Black 2633.12 2663 5244 29.88 -48.49 78.37
49 Jim Courier 3289.29 3319 6482 29.71 -69.74 99.44
50 Flavio Saretta 712.34 742 1407 29.66 12.16 17.49

The bottom 10 has some interesting names too:


Position Name Total Expected Total Won Total Played Difference service return
422 Arnaud Clement 4026.19 3960 8033 -66.19 -94.96 28.78
423 Thomas Enqvist 4258.08 4189 8464 -69.08 -138.72 69.63
424 Mariano Zabaleta 2923.55 2851 5844 -72.55 -68.75 -3.80
425 Christophe Rochus 2302.75 2228 4702 -74.75 -82.00 7.25
426 Albert Costa 4517.68 4439 8891 -78.68 -97.98 19.29
427 Gaston Gaudio 3524.96 3445 6919 -79.96 -81.67 1.71
428 Jonas Bjorkman 5192.75 5111 10281 -81.75 -87.52 5.76
429 Hyung-Taik Lee 1922.93 1837 3871 -85.93 -75.87 -10.07
430 Juan Carlos Ferrero 5142.41 5052 10027 -90.41 -59.09 -31.32
431 Karol Kucera 3241.60 3133 6427 -108.60 -151.01 42.41


If we look on percentage (normalized to have a confidence level of 99%, the top 10 are:



Name Total Expected Total Won Total Played Difference Normalized
Rohan Bopanna 36.00 43 65 7.00 0.089
Arne Thoms 126.79 142 249 15.21 0.056
Jesse Levine 133.88 149 263 15.12 0.053
Andreas Vinciguerra 1098.42 1188 2178 89.58 0.041
Jimmy Wang 127.64 138 251 10.36 0.036
Juan Balcells 310.81 334 614 23.19 0.036
Alexander Popp 287.75 307 571 19.25 0.032
Oleg Ogorodov 232.04 247 467 14.96 0.029
Nuno Marques 376.04 399 768 22.96 0.028

יום שני, 9 במאי 2011

NBA difference distribution

Hello,
here is NBA score difference distribution from 1993 to 2001 (9457 matches).
The Most interesting thing is the low percentage of -1 and 1 - that probably because of fouls when down a little towards the end of the match.
Also, the home teams wins more than 60% of the matches, which is quite a lot.





difference matches
65 1
50 1
49 2
48 3
47 1
46 6
45 5
44 5
43 2
42 5
41 2
40 6
39 9
38 10
37 9
36 7
35 19
34 14
33 34
32 32
31 24
30 35
29 40
28 30
27 53
26 75
25 59
24 71
23 79
22 101
21 101
20 120
19 112
18 142
17 172
16 167
15 175
14 179
13 236
12 273
11 296
10 302
9 284
8 310
7 359
6 290
5 352
4 303
3 291
2 295
1 213
-1 195
-2 257
-3 246
-4 261
-5 259
-6 264
-7 244
-8 268
-9 234
-10 183
-11 170
-12 154
-13 122
-14 118
-15 119
-16 80
-17 65
-18 64
-19 65
-20 52
-21 56
-22 45
-23 23
-24 41
-25 24
-26 24
-27 20
-28 16
-29 13
-30 9
-31 10
-32 7
-33 9
-34 4
-35 2
-36 5
-37 3
-38 3
-39 1
-40 5
-44 2
-47 2
-48 1