Forecast
Independent probability estimates derived before market prices are observed.
Research Programme
Quantitative Football Research
11 Sigma applies probabilistic forecasting, systematic market valuation and portfolio-level risk management to football markets.
Our objective is not to predict individual matches. It is to identify mispriced probabilities, allocate capital efficiently and evaluate performance over a sufficiently large sample.
Live Track Record
£10,000 base · GBP · executed prices
- Return Since Inception
- +1.33%
- Annualised Return
- +11.60%
- Annualised incl. Cash Yield
- +15.82%
Cash yield assumes idle capital earns the daily SONIA rate.
Over 44 days of settled record.
Value
Frozen forecasts are compared with executable market prices to identify potential mispricing.
Portfolio
Positions are evaluated jointly using expected return, uncertainty, covariance and common-factor risk.
Featured Research
The Bet Is Not The Asset
The viral claim that young investors are swapping stocks for sports bets is directionally important, but easy to over-read. The question for serious market participants is not whether a wager can be made to look like an investment. It is whether a repeatable edge can be identified, priced, sized, audited and reported with investment-grade discipline.
In this note
- 01What the Betterment survey says — and what it does not.
- 02Product versus process: why the bet is not the asset.
- 03Price before prediction: EV, execution and the right price.
- 04The 11 Sigma standard for investment-grade reporting.
Open Access
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