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The data behind arbitrage, sure bets and value betting — coverage, exchange lay prices and what separates a usable signal from noise.
Arbitrage & value betting
Arbitrage is a relationship between prices across books and the exchange, not a single number. Here is the data behind it, how a real arb is detected, and why most of the signal is noise.
· 7 min read
Arbitrage & value betting
Closing line value is the gap between the price you took and the market's closing price, and beating it consistently is the clearest data-driven sign your bets carry an edge.
· 6 min read
Arbitrage & value betting
Dutching is what you reach for when there's no exchange to lay on: back the whole market across books so any result pays the same. Here's the data behind it.
· 7 min read
Arbitrage & value betting
Building a sure-bet finder is two jobs. The detection maths is the fun part; the data layer underneath is the one most teams end up licensing. Here is why, and what it needs to deliver.
· 6 min read
Arbitrage & value betting
Sure bets disappear fast for three reasons: prices move, accounts get limited, and stale feeds show arbs that already closed. Here's the honest picture, and what good data does about it.
· 5 min read
Arbitrage & value betting
Arbitrage and value betting look similar from the outside and differ sharply underneath. Here is the comparison from a data angle: different risk profiles, different data needs, one feed that serves both.
· 5 min read
Arbitrage & value betting
Most arb feeds look fine in a demo and fall apart in production. Here are the four things that actually decide whether a feed is usable, plus the exchange-lay side that back/lay arbs live or die on.
· 6 min read
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