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FanDuel Optimization Results

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Submitted 3 years ago * by oherroprease

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After seeing the post about optimization, I thought I'd share some of my results from my analysis. Before I go into the results though, here's a bit on my background so I'm not just some completely random guy on internet:

This post was submitted on 12 Sep 2014

~Economic/Stats Major from top 15 US university

30 points (90% upvoted)

~4 years in predictive modeling building scoring models

https://redd.it/2g7d20

~Avid fantasy player for over 8 years Now, onto the information that you guys will actually care about:

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Line-up 1 (Bargain at TE): QB: Andrew Luck

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RB: Adrian Peterson

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RB: Giovani Bernard WR: Marques Colston WR: Andre Johnson WR: Emmanuel Sanders TE: Delanie Walker K: Shayne Graham D: Tampa Bay Buccaneers Projected Points: 134.67 (Avg. Points needed to win a 50/50: ~108) Line-up 2 (Bargain at QB) QB: Jake Locker RB: Adrian Peterson RB: Shane Vereen WR: Reggie Wayne WR: Kendall Wright

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WR: Andre Johnson

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TE: Jimmy Graham

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K: Shayne Graham

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D: Tampa Bay

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Projected Points: 133.62 (Avg. Points needed to win a 50/50: ~108) Couple of quick thoughts... these line-ups are not perfect because I did not run through every possible scenario. For those curious, I'm currently using excel solver but I plan on migrating the optimization routine into SAS (statistical programming software) which will significantly improve the algorithm's efficiency. I've put together about 10 line-ups for week two already.

Do:

From a qualitative perspective, these line-ups pass the eyeball test and are pretty similar to what I put together subjectively looking at opponent run/pass defense DVOA's.

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One last note, use these at your own risk! I would consider myself pretty knowledgeable about modeling and fantasy but at the end of the day there is a lot of luck involved. Let me know if you have any questions and good luck this week! p.s. if you like the work and aren't signed up at DK or FD yet, please consider using my referral links. myself and a few others have put a lot of work into this so we'd really appreciate it! We plan on splitting referral $ between each other https://www.fanduel.com/?invitedby=oherroprease&cnl=

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https://www.draftkings.com/r/oherroprease 57 comments share save hide report

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MODERATORS [–] Smok3dSalmon • 20 points 3 years ago

BleedingFromEyes Oreodadog __Art_Vandalay danaknyc CodeManJames AutoModerator - Amy craigmaloof

Both lineups just got shit on RIP Adrian Peterson permalink

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[–] bluffingtonbeets • 3 points 3 years ago

Once you have an optimal team--what's your strategy? Do you enter the same team multiple times for maximum return? Or do you tweak it slightly to hedge?

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[–] TheExtremeMidge • 3 points 3 years ago

I am new to this sub, but have been doing daily fantasy for two years with pretty decent success. I have really come across two ways to go about this - three if you count trail-and-error. The first method, which I think is present above, would be comparing the price per player and a stat source, in this case fantasypros (I personally use footballguys). If you can compile all of the data into a friendly excel spreadsheet, you can run the excel problem solver (or other tools, I have a friend that uses what-if analysis). This will return the 'optimal line-up' given the price and expected fantasy points. The second method, which I personally use, is to use excel and some custom macros to break each player down by expected points per dollar. This way you can easily see who the best values are per position based on the projections that you use. The spreadsheet I have for this looks like this. This method isn't necessarily a 'optimized' lineup because it has room for interpretation. Now to the "What's your strategy?". For me, I try to find good line ups while mitigating risk as much as possible. I try not to have the same team playing over and over - if one person goes down early, it can blow up your whole week. However, if there is a great matchup at a great price, I will play it more than once. This week, for instance, I really like Gio, Alfred Morris, Demaryius Thomas, Julio Jones, Zach Ertz, and Jake Locker. Therefore I am willing to put them in more of my teams. Overall, I find 4 lineups and play them in a lot of 50/50 leagues. On FanDuel, you need to win ~55% of 50/50s to remain profitable and last year I hit about 61% which kept me in the black. This week, my lineups look as such. This is mostly based on the points per dollar, but some of my own thoughts are plugged in. Hope this helps! permalink

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[–] oherroprease S • 1 point 3 years ago

Good stuff. I actually try to combine both those methods. Sometimes the optimizer will give you players with high variance where as judgmentally you may be able to pick out players that should theoretically be more consistent. permalink

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[–] TheExtremeMidge • 1 point 3 years ago

Thanks! I haven't ventured into using both which is admittedly dumb. The method I use has been automated as much as I could, but is still relatively manual. When you are building you model, how are you pulling the data from the sites (FanDuel, DraftKings, FantasyPros)? I am not a programmer by trade, but know fight my way through Visual Basics for the sake of building something in Excel. The most manual task is getting the info form the websites to the excel sheet. permalink

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[–] oherroprease S • 1 point 3 years ago

I actually don't know the answer to this, sorry. A friend of mine pulls all the projections... wish i could be more helpful. permalink

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[–] TheExtremeMidge • 1 point 3 years ago

No worries, I still have copy and paste haha permalink

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[–] donkeynugget • 1 point 3 years ago

I pull projections from fantasy pros. They have an expert to excel function. I then tweak projections to update for .5 ppr as is used by fanduel. Once you have their excel exports just use vklookups from your optimization spreadsheet. permalink

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[–] bluffingtonbeets • 1 point 3 years ago

Thank you! This is very interesting. Question--with the players that you like this week. While I know the answer to this question is "both"--do you like them more so in a pure fantasy match up or more due to their value in a fanduel/draft king league? What I mean by that is this: Take Alf for example. Are you trying to force him into your rosters because you see WAS going up against JAC and you want to exploit that match-up and make it work? Or do you look at his price tag this week and see an inconsistency based on his projected stats and price vs his peers? I hope this makes sense. permalink

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[–] TheExtremeMidge • 2 points 3 years ago

I really hate to say both, like you said, but it really is. Here is a snippet from my rankings this week. You can see both Gio and Morris both in the top-5 from a points per dollar perspective. You can definitely argue for McCoy, but you are paying for that argument to the tune of $1200+. If you really need a value back, take Gerhart or Greene, but both come with definitive question marks with injury and RBBC, respectively. I know that Gio is also in a RBBC situation, but he took a large majority of the snaps last week and looked very sharp. He may lose snaps as the season goes along and Hill gets more acclimated to the offense. I think that mentality is priced in this week, when, IMO, it shouldn't be. Morris looked strong last week, but didn't score and doesn't get a ton of receptions. I think these are main reasons his price is low. If he can keep up rushing production (I believe he will) and add a few receptions here and there, he is a FanDuel stud at $7200. I guess that doesn't directly answer your questions, rather just gives a little of my thought process behind my picks. permalink

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[–] bellsofwar3 • 1 point 3 years ago

i've been going with one line up across the board and playing 50/50s with some sprinkled in 3 team leagues. it's kept me profitable if i'm only betting a portion of my bank. so far for nfl i won pretty much everything and baseball i normally win 4 days a week, will lose 2 and mixed bag one day. permalink

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[–] emochicksloveme • 1 point 3 years ago

This is good stuff man! I personally joined FanDuel in 2012 for football and started out pretty good cashing in GPPs and 250 player leagues without any sort of real numbers crunching. Then last season when FanDuel started getting a good hold of the DFS customer base the competition got tougher and I was never able to keep a steady streak of winning. I shifted over to NBA and MLB and started really crunching stats in those sports and placing in the top 5-10% of GPPs and made good profit by instituting a spread sheet to get the most value for my lineups. The only thing is I could never figure out a good system for NFL until you shared this info. I'm going to try it out and try to get my NFL wins to equal my NBA & MLB wins. I currently have 5x as many NBA wins as NFL and 10x as many MLB wins as NFL. TL;DR: Thanks for sharing this info! permalink

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[–] Dann474 • 1 point 3 years ago

How are you importing your data into excel? I just started dfs like 2 weeks ago and realized cost/point would be a good metric to run by, but I've basically been doing all the data importing by hand, then selecting a group of 2-5 at each position that I like and using combinations of them. Basically how are you using the macros? I have some experience with macros and vba but not very complicated. permalink

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[–] [deleted] • 3 points 3 years ago

Might wanna redraft that RB spot for Peterson :/ permalink

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[–] unclejimmy • 3 points 3 years ago

haha can you make a new one without AD? permalink

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[–] Trlrtkr • 2 points 3 years ago

Thank you for doing this! I am new to FD and am pretty lost. Your lineup, being fairly close to mine, gives me some hope that I can play this game successfully. I will probably go ahead and copy what you had for a game or two to hedge my bets a bit haha. Thanks again! permalink

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[–] oherroprease S • 2 points 3 years ago

You're welcome. Keep in mind that I'm not a seasoned veteran of FD or anything like that. There are just the results of an optimization algorithm that pass the eye-test. Good luck! permalink

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[–] Trlrtkr • 1 point 3 years ago

I do understand that. I grasp a lot of things about ff but the statistics side is where I am lacking. permalink

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[–] oherroprease S • 2 points 3 years ago

I think people who know a lot about fantasy should generally be fine for Daily Fantasy. I usually create my own line-up based on my judgmental analysis and compare it the "optimal" line-up and usually they share 3-4 players. permalink

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[–] Trlrtkr • 1 point 3 years ago

So after APs deactivation what recourse do we have? Or are we just out the money we spent? permalink

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[–] oherroprease S • 2 points 3 years ago

If you created a line-up that hasn't started yet, you can modify it. permalink

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[–] 8MileAllstars • 2 points 3 years ago

I must be an old man at 45. I pick lineups based on what I think is likely to happen adjusting for price and have never used excel. Up about 900% from initial buyin on baseball this year. A bit down in week 1 football. Some of the players I see mentioned in this thread I whole heartedly agree with. Others, I don't even consider as possible plays, much less "optimal" plays. I guess there must be a million ways to skin the proverbial cat. permalink

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[–] 4thebeach • 2 points 3 years ago

Exactly! As Nate Silver says, you need both the data driven side and the eyeballing/gut feeling that data can never capture... at least not yet. permalink

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[–] panyagua • 2 points 3 years ago

Is there source code available for this? permalink

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[–] 4thebeach • 1 point 3 years ago

Very nice! Where do you get your projections, or do you use your own? I can find 0 PPR and 1 PPR but not 0.5 PPR that all the sites seem to use. permalink

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[–] oherroprease S • 2 points 3 years ago

They are from fantasypros permalink

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[–] nodea5 • 1 point 3 years ago

I love Solver after having been introduced to it in an Operations Research class last year...which is right around the time that I learned of FD and daily fantasy games. I've been wanting to do something like this but before I jumped in, I had some reservations about the numbers that the optimization is based off of. Just a few quetsions: You're taking the optimal solution based off of projections that you're getting from FantasyPros? Are there any other sites that you would consider using, or implementing a combination of multiple projections? Initially when thinking about how to apply Solver optimization to DF lineups, I was using historical data, but had qualms about using past data. Past performance is no indication of future performance, so I was wary of employing a model based off of historical data. Do you find that using the projections gives you a higher success rate, and have you ever used historical data? What do you find are the biggest limitations of Solver? I am very familiar with it and will learn more advanced techniques this semester in a quantitative modeling course for MBA students. Interested to see whether I should further pursue Solver-based strategies or take a different route. I have read in several threads about the sheer volume of possibilities as far as lineups are concerned and Solver's capacity to handle them - hence the migration to SAS. BTW, where do you get SAS? permalink

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[–] oherroprease S • 2 points 3 years ago

Yes, I'm taking the optimal solution based off of the projections from FantasyPros. The guy I'm working with on this actually takes the average between a set of projections (think it's 5 or 10 different ones) so to some extent we are already combining multiple projections. I'm very open to using other sites/sources of data if they are proven to be more accurate. For this type of analysis, using historical data is not the best way to go as you already mentioned. There's too much year to year variation for it to be of much value. That being said, I've never used historical data so I can't actually back up my statement with any real results. I think the biggest limitation of the solver that I encountered was processing time. I ran my initial projection using all available data and it took forever so I eventually cut down my dataset so that I wouldn't be sitting around for 15 minutes waiting for every projection. Combinatorics is not a strength mine but I THINK if you even just considered 15 QBs, 30 RBs, 40 WRs, 12 TEs (which is less than are actually available), you have almost 60 million different lineups. I have a SAS license via my job so I do this on the weekends when our servers aren't really being utilized. permalink

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[–] nodea5 • 1 point 3 years ago

Very, very interesting stuff. Thank you for the response. permalink

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[–] medavis6 • 1 point 3 years ago

I use a very similar strategy of Solver plus fantasypros content, however I'm using Boris Chen's tiered rankings (at /r/fantasyfootball) that use the clustered tiers based on all the fantasy experts submitted rankings. Basically, I'm trying to min the number of total tiers that my players come from based on the FD salary restrictions and the tiers. Thoughts about this strategy? I often find that the problem is that Solver can solve the solution with the same answer in multiple ways, but I can only get it to spit out 1 or 2 of the variations to me. permalink

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[–] oherroprease S • 1 point 3 years ago

I'm familiar with Boris Chen's tiered rankings and have incorporated them on a judgmental basis so far. When you say you are trying to "min the number total tiers", do you mean that you're trying to minimize the sum of each player's tiers (therefore giving you the most value)? Something that I think I'd struggle with using that approach is quantifying the difference between players in the same tier. Judgmentally, you can see who is ranked highest in a tier but how do you calculate the value difference between the highest player in Tier 2 vs. second highest player in Tier 2? permalink

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[–] FrankenBerryGxM • 1 point 3 years ago

I'm also an Econ dude, what I was thinking about doing is picking 2 qbs that I think are good for their price ( Ryan/ dalton / locker / tannehill) then picking several rbs Marshawn lynch Moreno West Spiller Fred Jackson Murray Wrs Julio Green Percy harvin Golden Tate (5k) Edleman Hurns Mike Wallace Te dst ke Depends on my budget, but I like Tampa Then I'm doing around 10, $1 50/50 contests Then I just diversify and try not to have any 1 player in more than half of my contests, I have yet to do any statistical analysis because I want to try out this theory first permalink

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[–] 4thebeach • 1 point 3 years ago

I tried my hand at it last night. I used Fantasypros non-PPR data and removed K and DEF (I trust my gut on these more than projections. I haven't looked at matchups yet so I left $10,000 aside for these 2 positions). I used simulated annealing and at each iteration, replaced 2 players in my lineup. My resulting team: QB: Peyton Manning RB: Gio Bernard RB: Toby Gerhart WR: Marques Colston WR: Jeremy Maclin WR: Reggie Wayne TE: Jimmy Graham I like yours better because you don't have Gerhart! permalink

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[–] oherroprease S • 1 point 3 years ago

I also remove K and D from the equations (i use D projections from someone at r/fantasyfootball). Your line up is very similar to mine. Judgmentally, I'd suggest changing Peyton to a slightly cheaper QB (I really like Rodgers and Luck this week) and use those extra $ to bump up Toby to somebody a bit better. permalink

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[–] 4thebeach • 1 point 3 years ago

I completely agree. permalink

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[–] bellsofwar3 • 1 point 3 years ago

luck is definitely involved in the first line up. good stuff. permalink

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[–] bellsofwar3 • 1 point 3 years ago

is there a tutorial for Excel solver? I'd like to get a cracked at it. permalink

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[–] oherroprease S • 2 points 3 years ago

Try googling it. There's some examples out there that shouldn't be too difficult to follow. permalink

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[–] bellsofwar3 • 1 point 3 years ago

cool. how long does it take to set a week up? last question I promise. permalink

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[–] oherroprease S • 1 point 3 years ago

I'm not sure how long... it took my a few hours to set-up but I was only working on the Excel Solver portion (got the projections from a friend). Once you get the excel solver set up, it doesn't take much maintenance on a weekly basis. permalink

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[–] bellsofwar3 • 1 point 3 years ago

awesome thanks for this. i love stats and this is right up my ally. and this is my last last question. if i trusted person A's qb rankings, person b's wr rankings, person c's rb rankings would you be able to adjust that or must you input a predicted score for those positions? i'm really sorry for all the questions. permalink

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[–] oherroprease S • 1 point 3 years ago

Rankings are a little more difficult because they are hard to tie to a $ amount. You can certainly do it, it just takes some adjustment. permalink

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[–] jubs2 • 1 point 3 years ago

this is awesome permalink

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[–] That_Guy_From_ • 1 point 3 years ago

I'm making a similar calculator that can report risk ratings based on variance. The issue is, however, that I have to run it on 2013 stats which are outdated and not inclusive. For example, I'm starting Terrance west this week who has no data and, therefore, no risk rating. How are you calculating variance on the player level? Does the variance come into your optimization or do you simply generate highest scoring rosters per dollar and then look at the aggregated variance? permalink

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[–] oherroprease S • 1 point 3 years ago

Since the projected points are averaged, it takes away some of the variance. Beyond that, there's nothing included to account for the variance. I'm exploring using historical data to determine how accurate the projections are using that to calculate confidence intervals but that's going to be a bit more complicated. permalink

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[–] That_Guy_From_ • 1 point 3 years ago

I just did confidence intervals a couple of hours ago, I wouldn't waste your time on it. The 68% interval was between 55-180 on each roster, which is useless. The 95% ended up being a much much wider gap. If you try it and have success, I'd love to head what I did wrong on it haha permalink

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[–] 4thebeach • 1 point 3 years ago

Ha, that seems like a pretty reasonable CI for my teams! permalink

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[–] 4thebeach • 1 point 3 years ago

I've thought about this issue. Historical data seems so small (at least for the same scenario - same coach, OC, front line, etc), that its pretty much useless. I wonder if the variance of players at the same weekly rank would be more useful. permalink

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[–] That_Guy_From_ • 1 point 3 years ago

By this do you mean something like finding the performance of any player ranked #6 r the week? That could be useful, but you would still need years if data and I don't know where you can find the rankings by week for 2012 or later, nor do I think you'll find it aggregated, so that's going to suck. permalink

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[–] BlaizeDuke - • 1 point 3 years ago

Do you use excels data function to pull all of the projections from the web? If so is there any tips you have to keeping it from being so clunky permalink

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[–] donkeynugget • 1 point 3 years ago

I also ran an optimization model. Can confirm I agree w your players for the most part. permalink

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[–] dharasick • 1 point 3 years ago

How did you get excel solver to "weight" the solution towards bargain at a certain position? permalink

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[–] [deleted] • 1 point 3 years ago

I swapped AP and Luck for Lynch and Ryan -- still won. Please post again this week! permalink

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[–] rosternerds • 1 point 3 years ago

Instead of just planting a single lineup or two out there, why not give them a tool to help tweak their own? "Roster Nerds" is designed to do just that! Don't rely on someone else's knowledge, use your own FFL skills and let us do the math to fill the gaps. permalink

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[–] [deleted] 3 years ago

[deleted] [–] oherroprease S • 3 points 3 years ago

I don't at the moment because I don't have projections for DK yet and I haven't had time to program in a flex position yet (flex makes it a tad more complicated). For what it's worth, here are my two DK line-ups so far: QB: Aaron Rodgers RB: Matt Forte RB: Chris Johnson WR: Julian Edelman WR: Reggie Wayne WR: Kendall Wright TE: Larry Donnell Flex: Mark Ingram D/ST: Arizona permalink

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[–] oherroprease S • 2 points 3 years ago

QB: Jake Locker RB: Giovani Bernard RB: Pierre Thomas WR: Marques Colston WR: Jordy Nelson WR: Reggie Wayne TE: Greg Olsen Flex: Vincent Jackson D/ST: Tampa Bay permalink

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[–] kojo0701 • 0 points 3 years ago

basically just taking projections from fantasypros and running htem through excel solver thats like 3rd grade level shit permalink

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