#probability #model #quant #betting #monte-carlo #runner

brumby

Derivatives and multiples pricing for racing and sports

10 releases (6 breaking)

0.7.3 Dec 7, 2023
0.7.2 Dec 7, 2023
0.6.0 Dec 7, 2023
0.5.0 Nov 13, 2023
0.1.1 Oct 26, 2023

#7 in #quant

23 downloads per month
Used in 2 crates

MIT license

155KB
4.5K SLoC

brumby

Derivatives and multiples pricing for racing and sports.

Crates.io docs.rs Build Status


lib.rs:

A fast, allocation-free Monte Carlo model of a top-N podium finish in racing events. Derives probabilities for placing in arbitrary positions given only win probabilities. Also derives joint probability of multiple runners with arbitrary (exact and top-N) placings.

Dependencies

~14–27MB
~418K SLoC