[HN Gopher] Win your fantasy league using operations research
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Win your fantasy league using operations research
Author : alexmolas
Score : 142 points
Date : 2024-07-15 21:48 UTC (2 days ago)
(HTM) web link (www.alexmolas.com)
(TXT) w3m dump (www.alexmolas.com)
| thaumasiotes wrote:
| > If you happen to know how a player will perform in the game
| next week, please call me and we'll get very rich and not just
| win a stupid fantasy game.
|
| Another classic of the genre "why would I need you?"
| yathaid wrote:
| I will play:
|
| - they do not know how useful the skill is. (Cocks solved the
| public-key cryptography problem without knowing what it would
| be used for)
|
| - they do not have the cash to invest => just a straight up
| lack of capital to make the ROI worth it.
|
| - they are unable to bet in the geography they reside in => you
| need a middle man who can bet on your behalf.
|
| But let's comment on a throwaway line in an otherwise
| interesting article. I wonder if this counts as bike-shedding.
|
| Or maybe a classic of the genre "why was this comment needed?"
| pinkmuffinere wrote:
| This comment thread is strange. I think you both raise
| interesting points, but are also rather hostile. Why not just
| respond sincerely? You have interesting things to say.
| omgwtfbyobbq wrote:
| Why do you think they are insincere? They could sincerely
| be hostile and raise interesting points.
| toxik wrote:
| Eh, it's just some sass.
| yathaid wrote:
| I felt OP was needlessly negative. In classic internet
| fashion, I added to that negativity. Not proud of it.
| lesuorac wrote:
| In general, betting operators will throttle you down to 0$.
|
| So there's actually a lot of work/skill involved in bypassing
| the limits so that you can continue to place bets.
|
| Just knowing the existence of an arbitrage doesn't mean you
| have the opportunity to take advantage of it.
| 2d8a875f-39a2-4 wrote:
| I've used similar approaches to play sports fantasy games
| (casually) since 2009. Using LP solvers like this team selection
| games, and an ELO+regression approach for score/margin prediction
| games. Mostly as a way to beat friends while spending little or
| no time following the actual competition.
|
| For team selection games the LP approach works great but does not
| dominate, as described in the OP. I've found it to work less well
| over the years and I wouldn't be surprised if the fantasy game
| vendors have been explicitly adding countermeasures - things like
| temporary wildcards, round-specific rules, trading limits and
| velocities, etc all mess with your LP constraints. Not that you
| couldn't also code that up but it's time consuming. You end up
| needing to follow the competition closely anyway and using your
| model as an advisor to spot "good deals" in the data.
|
| edit: a few times I have also back tested my models vs the odds
| offered by the bookies (for the margin prediction games).
| Unsurprisingly the bookies have better models than me. Could be
| just using the bookies odds as the pick is a better approach.
| dmurray wrote:
| I'm not sure if the article is tongue in cheek, but almost all
| of the skill _and_ almost all of the noise in these games
| usually comes from your choice of value function, i.e. your
| ability to predict how many points a player will get in a given
| week.
|
| Picking the best team subject to the constraints is trivial in
| comparison and you can solve the knapsack problem by eye, or
| with some kind of greedy/beam search approach.
|
| This is different from the financial markets where almost all
| of the alpha (outperformance of one stock over another) has
| been taken away by other market participants, so a lot of
| professional time is spent on risk management, portfolio
| optimization, etc.
| 2d8a875f-39a2-4 wrote:
| The value function is crucial, sure. But back testing over a
| couple seasons I can usually land on something much better
| than what I as a (usually pretty casual) fan has in my head.
|
| From an automation perspective the harder problem is getting
| match day squad selections (some sports regularly announce
| last minute teams, like at the time of the toss) and
| accounting for whatever special cases the game rules have
| tossed in (e.g. select a captain and vc, special reduced fees
| on trades this round, etc).
|
| And to really win these games, rather say just beating your
| friends and landing top 5% globally, you also need risk
| management and portfolio optimisation strategies: e.g. when
| to play your "captain scores double this round" card?
| everyone has Mbappe, do you also pick him to hedge your
| riskier picks? I have no doubt that some players have built
| all this automation but I sure haven't.
| dmurray wrote:
| If you want to maximize your chances of winning a very
| large game like this, you need to play quite a lot riskier
| than is intuitive, you definitely do not want to pick a
| popular player if your model predicts someone else will
| outperform him.
|
| If you want to finish top 5%, having the best model should
| do it, with some attention to risk management in the last
| few games of the season (play riskier if you are in the
| 90th percentile than in the 99th).
|
| If you want to maximise your chance of beating your
| friends, have the best model and think a little game theory
| at the end of the season based on whether you are leading
| or chasing.
| 2d8a875f-39a2-4 wrote:
| yeah matches my experience
| alexmolas wrote:
| I don't have the numbers to back this opinion, but I
| believe that consistently ranking in the top 5% in all
| the games will greatly increase your chances of winning
| the league. It's not necessary to win every stage, but
| just having high scores consistently will likely make you
| win the league.
| 2d8a875f-39a2-4 wrote:
| I also don't have numbers, but I'd opine that you need
| that (top 5% every round) AND you need to be to have a
| few big rounds where you greatly outperform almost
| everyone. Getting those big rounds means taking some
| calculated risks.
| jncfhnb wrote:
| Generally incorrect. The critical thing here is that many
| player scores are correlated. Various configurations will
| have a lot more swing to their outcomes, and when you only
| care about being the number one spot, highest expected value
| probably won't win it.
| 2d8a875f-39a2-4 wrote:
| Player value correlation is indeed a thing. So too match
| ups in the next game, player playing out of position, etc.
| I haven't experimented but you are probably right that a
| model that could use factors like these effectively would
| outperform what I described.
|
| But they aren't critical to building a model that will beat
| your mates and land you on the single-digits top%.
| lumb63 wrote:
| This is something I've been trying to find a way to account
| for in my fantasy drafting the last few years, after trying
| to maximize expected value has not gotten me the desired
| results (probably also due in part to the delta between
| expected and actual value). It's occurred to me that a
| "boom or bust" lineup that scores +2 st dev one week and -2
| the next is way better than one that performs +1 every week
| (hand waving exact values).
| jncfhnb wrote:
| Build a correlation matrix between player positions and
| teams. Add a constraint the forbids the solution from
| having negative correlations below X.
|
| The way you would want to test it is take the top 500
| solutions from each approach and see how many of them are
| winners under whatever framework you care about.
| JamesSwift wrote:
| RE: backtesting against bookies... are you backtesting against
| the opening odds or the final odds? Betting markets are like
| the stock market... the odds move as action is taken on the
| bet. So the initial price is like an IPO price, and then the
| market is what determines the final odds.
| protocolture wrote:
| The most important thing is to make sure you use an encrypted
| email auth protocol.
|
| I was in a tipping comp years ago. At this workplace I had
| already warned the management against insecure email protocols
| but they wouldnt listen.
|
| Anyway, came time for the company footy tipping comp.
|
| Once I worked out which manager was running it, I used their
| plaintext password against their admin login to the tipping
| website. Worked straight up.
|
| Every week I would make my tips, then after the games had been
| run but before Monday rolled around, I would use the admin access
| to change my tips.
|
| Didnt try and hide it just went 100% victory every week.
|
| The admin of the comp would even go out of his way to try and
| satisfy the very angry football fans that it wasnt run on company
| systems so theres no way that I could find my way in to change
| things.
|
| In the end I fessed up, I couldnt get them to change the email
| system, but he apparently proactively took the password post it
| note off of his monitor which was nice.
| thaumasiotes wrote:
| This was something of a surreal read. I assume "comp" is short
| for "competition". But what is "tipping"? What's a "tip"?
| actionfromafar wrote:
| Betting.
| chrisan wrote:
| Just out of curiosity, which country(s?) refer to that as
| tipping?
| looperhacks wrote:
| In German, "tippen" is a possible translation of "to
| guess". There's a well-known tradition of friendly
| betting on football matches with colleagues or friends
| (sometimes with money on the line, often not). These are
| called "Tippspiel" or "betting games".
| ellen364 wrote:
| I didn't 100% follow this story. Sounds like you knew the
| manager's password and used it to log into a website. Where did
| the email protocols come into it?
| protocolture wrote:
| Pulled it out of a packet capture
| ukoki wrote:
| Nice, I did a similar thing in 2018 with linear programming:
| https://peterellisjones.com/posts/fantasy-machine-learning/
|
| I didn't win my friends' league, but definitely got closer than
| previous years
| mp05 wrote:
| > The obvious solution for a data scientist like me was to use
| machine learning. But I didn't. I just took the average score by
| the player during the last 5 games.
|
| Wait, is he cracking a joke? If so, _haha_.
| glitchc wrote:
| Surprisingly effective strategy. I've won a fantasy hockey pool
| by picking the next top available player.
| mp05 wrote:
| Given that the mean is literally the expected value, I'm not
| all that surprised!
| alexmolas wrote:
| But the expected value of past games may not be the same as
| the expected value of future games.
| glitchc wrote:
| It begs the question as to why one would prefer a more
| complex strategy.
| mp05 wrote:
| Certainly the desire for a more sophisticated and robust
| model, but I'd be interested to understand the LOE
| involved and what levels of improvements are offered by
| said efforts. Perhaps the author can offer links to
| approachable books/articles on the matter?
| manvillej wrote:
| My favorite field, Operations Research. Nothing is as sweet.
| Nothing as elegant. Nothing as mindbreakingly infurating when you
| don't know the answer yet.
| zeroonetwothree wrote:
| "Operations research" is a very fancy way of solving the knapsack
| problem (a simple algorithm you can implement in 10 min)
| pjot wrote:
| It most definitely is not.
|
| https://en.m.wikipedia.org/wiki/Operations_research
| 0xcafecafe wrote:
| "I'm from Spain, so I'm speaking about the real and original
| football, the one that's played with the foot and a ball, not
| with the hands and an egg"
|
| Ha
| reaperducer wrote:
| Heard on WGN Radio last week:
|
| "My buddy and I were playing fantasy football, and he said,
| 'Let's make it interesting.' So we stopped playing fantasy
| football."
| tea-coffee wrote:
| Which data did you use? Since the leagues were from the
| Quarterfinals and onwards, was it data from the group stages,
| euro qualifiers? Averaging the last 5 games would introduce a lot
| of variance, especially in tournament football.
| alexmolas wrote:
| I was using data from the group stages. And I agree that just
| using the last 5 games had a lot of variance, but
| unfortunately, I didn't have data from before the Euro.
| tea-coffee wrote:
| This approach would be interesting to use in league football
| (La Liga, Premier League, etc) as there is a lot more data
| available across different seasons.
| dehrmann wrote:
| > It didn't consider the schedule of matches
|
| This dynamic makes fantasy sports a second-order game, and
| predicting regular sports outcomes is hard enough. You're not
| just trying to pick the best players for the best price, you also
| have to consider the scenarios those players will be in any given
| week.
| snake_plissken wrote:
| I really want to use these advanced approaches more, and they
| make a lot of sense in the daily fantasy scene (this analysis was
| for tourney long EURO 2024 I think?), but for something like
| season long NFL, I am convinced it is mostly luck:
| Hope your top 3 picks stay healthy Hope your 3-4
| "flyer" picks (the guys who are on a new team, rookies, etc.,)
| don't completely bust Play the waiver wire (mid week
| pickups to fill in positions where needed) well
|
| The one part where more skill/operations research is involved
| would be playing the matchups (top defense vs crap offense, WR1
| vs rookie corner) but even then it's not a surefire recipe for
| success since there is so much variance (that top WR play might
| be nuked by a run oriented game). But it is playing smart so you
| should do it.
| soared wrote:
| Id love to see an analysis on skill v luck for nfl fantasy. Far
| too often do I see someone who does not watch football and does
| not make team changes win a league after drafting Tom Brady in
| the second round.
| defen wrote:
| To be fair, I've also seen actual NFL teams win way too many
| Super Bowls after drafting Tom Brady in the sixth round.
| throwup238 wrote:
| It doesn't work as well in fantasy because you can't
| deflate the balls or spy on the opponents' communications.
| vitaflo wrote:
| I used to be co-owner of an NFL fantasy prize league company
| (before Fanduel et al came along and put us and all of our
| competitors out of business). After a decade of seeing
| thousands of users create an manage teams for an entire
| season I'd say it's probably more skill than luck but luck
| plays a much bigger factor than people are willing to admit.
|
| The biggest problem with leagues is everyone in the league
| remaining involved even when it's obvious they're out of the
| playoff race. This can lead to lopsided victories later in
| the season and change playoff seeding. This can be just as
| impactful as any injuries or bad weeks and the like. It was a
| constant challenge for us and is something the daily leagues
| don't have to worry about.
|
| The fantasy playoffs are probably the most pure form of NFL
| fantasy leagues but that is also very dependent on who the
| opponents are for each of your players those last couple
| weeks and who is even avail to play given players being
| rested or injured later in the year.
|
| In some ways this actually isn't a whole lot different than
| the actual NFL. That said we did seem to see the same people
| every year win more often than others, so it's not _all_
| luck.
| wil421 wrote:
| Almost every year my American football fantasy team is loaded
| with injuries. If your season is too long and close to the
| playoffs, teams will start benching star players so they don't
| get hurt.
|
| One of the worst parts for NFL are the divas who can't control
| their off field behavior or emotions. I'm looking at you
| Antonio Brown.
| SubiculumCode wrote:
| The open league results are in part explained by the drop out
| rate of players who start then lose interest after a few weeks.
| Comparing against active players might be more reasonable
| (assuming this league wasn't choose once and do nothing for the
| season).
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