Kalman filtering isn’t perfect, but it tends to be more accurate than traditional estimation methods because it finds connections a person may never notice-or which would take months of painstaking work to uncover. sports-betting market made him realize the math could be used to predict team and athlete performance-a field not burdened with the regulatory oversight of trading. ![]() Gross, who has written chapters in textbooks on commodities trading, came to sports betting after exploring numerous avenues on how to better apply Kalman filtering to financial markets. “We’re using our quantitative analysis in a lot of different ways to bring something to the bettor-we’re helping quantify what they think,” Gross said on a video call. ![]() The Quant Edge is a sports betting service where bettors can tweak what they think a player’s impact will be on a game and get predictions on how that will affect the over/under and which team likely will win.
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