ProPlace

Value (model vs market)

Value, in ProPlace research, is the gap between the model's estimated probability of a top finish and the probability implied by the market consensus. When the model rates a player's chance materially higher than the market does, that gap is the signal we surface; it is a disagreement worth examining, not an instruction. Value is about mispriced probability, not about certainty.

Finding value, model vs consensus

The gap between model probability and market consensus

Implied probability

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