Value Betting Project B — How We Take Value Betting to the Next Level

The Hurst-Hull Value Betting Project has been under development for 24 months. It was initiated in an effort to improve the timing of entries and exits in precious and base metals stocks and derivatives thereof. It will also, once beta testing is concluded, serve as a successor to our Grasberg-Saville Gold Rating.

44 years of gold price data and 49 years of silver price data underpin the Project’s foundation: cyclic analysis, the godfather of which was J.M. Hurst. Hurst’s insights have been invaluable to us as traders, and although those insights are serviceable in their own right, we knew we could incorporate signal processing to improve cyclic analytic results.

Incorporating Alan Hull-inspired signal processing filters has enabled us to identify and eliminate noise without adversely impacting overall signal integrity. And whereas re-engineering Hurst’s esoteric cyclic analytic formulas into a language with which we could work with ease was not intuitive, the incorporation of Hull’s formulas was a decidedly simpler endeavor.

The forthcoming public-facing portion of the Project will be in the form of Weekly Value Betting Opportunities.


This Project does not supplant our Odds Engine (See our How We Bet Series), but rather complements it.


Notes

  • Subsequent to beta testing, Alan Hull-inspired signal processing filters were deemed unnecessary and source code was stripped down to a lean 826 bytes.
  • While in Gamma Testing, an opportunity for further refinement was identified. As a result, source code was reduced in size by an additional 53% and engine dynamism was improved markedly across test instruments.