I started collecting data on Betfair from the very early days and have carefully archived masses of work that I’ve done in the market.
I hoard data, even if I have no need for it, as I can go back and look at or compare previous periods. This is helpful in sporting terms to understand how the markets behaved in the past, but also I’ll often go back to apply something I recently discovered and see if results are consistent over time. I collect data in a manner that isn’t ‘flat’. Knowing what has happened is great, but knowing ‘how’ is even better. So for a number of years, on both main exchanges, I also collect data on fill rates and similar metrics.
I collect a lot of data!
Publically available data
Betfair have a fair amount of publically available data, the main one being held at http://data.betfair.com. The dataset contains some low granularity data on a range of markets over time. This data now adds up to just short of £0.5t, yes that’s half a trillion, of matched bets.
If you visit the forum some of this data is freely available from other forum members, cut in a number of ways. I thought I’d take a top level look at this data to see how it stacks up and produce the following video detailing some of those key figures. Enjoy!
Category: Trading strategies