With all 61 Premier league games in December finally over the results for the month are in.  Whilst a gain of +3.1% on the month is not going to change the world it does ensure the fund continues a 100% record of positive returns for each month since going live in September.  You can see the detailed results here.  The weekly gains are shown below.

PERFORMANCE OF ALGORITHM BETTING PREMIER LEAGUE FUNDS:

(Alpha fund is level stakes and began 11/8/07, Beta fund is % stakes and began 29/9/07) 

Weekly movement in fund: Alpha -1.1%, Beta +1.5%

Winning weeks (number of weeks showing gains/ total number of weeks since fund started): Alpha 14/19, Beta 10/12

% increase since the fund started: Alpha +35.4%, Beta +128.5%

Risk (max weekly gain/max weekly loss, insufficient data for standard deviations):

Alpha +6.9%/-2.9%, Beta +49.6%/-21.9%

West Ham were the only team to do the double over Man U and Arsenal in 2006/7.  This weekend they once again they dismiss Man U at Upton Park.  Unfortunately the fund was again on the losing end of this match and suffered an 11% loss from it.  However, just as in November the resulsts from the rest of today’s matches more than made up for the loss.

On to today’s games where we lay both Derby and Blackburn and back Liverpool v Man City.  Derby and Man City continue to receive a low rating by the model and hence are layed.   However whilst Derby’s play seems to justify this rating Man City still appear undervalued.  Their performance last week, a draw at home to Blackburn, did improve their rating in the model from 4.85 to 5.12 but this only places them 15 out of 20 in the Premier league.

HOME AB Odds Ex Odds Value  AWAY AB Odds Ex Odds Value
Derby 22.03 5.30 -76%  Blackburn 1.94 1.83 -6%
Man City 27.41 4.30 -84%  Liverpool 1.92 2.10 9%