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The Composed Market / The arithmetic
One month of composed markets, taken through to money

One month of composed markets, in money

Two costs sit behind a composed market and only one of them is visible in the price. The visible one is the correlation adjustment, which is what makes the market possible at all. The invisible one is the queue of people who price the requests, and it is spent whether or not a market comes out of the other end.

Desk spec
turnover, one month
170,400.00
cost avoided
28,286.40
queue cost
20,535.00
markets accepted
218
the composed priceThe number returned for a set of outcomes the customer named. It is not the product of the legs: on the samples 5.60 multiplies and 4.80 is offered, because the legs happen together more often than independence implies.
the requestA customer asking an operator to invent a market. 500 arrived in the sample month, 218 produced a price, 131 could not be priced at all, and the median answer took 3 hours 40 minutes.
the void legA leg that never happens, repaired by re-pricing the combination from its remaining legs. Dividing the price by the void leg gives 4.50 where the real three-leg price is 4.80 - a 6.7% error.
Direct answer

A month of composed markets turns over 170,400.00 on the samples. Pricing the same combinations as the product of their legs would cost the operator 16.6% of that turnover - 28,286.40 - which is what the correlation adjustment avoids. The request queue costs a further 20,535.00 to run, 94.20 for each of the 218 markets it accepts.

The two costs

The first cost is arithmetic. A composed price shorter than the product of the legs is not a charge; it is the difference between a leg-set that returns 100.00 per 100.00 staked and one that returns 116.65. Priced independently on 170,400.00 of turnover, that difference is 28,286.40 in the month and 339,436.80 in a year.

The second cost is human and it is the one operators rarely explain. A request is answered by a person working a model, and the samples price that person's time at 41.07 a request. The month's queue costs 20,535.00; the requests that produce nothing cost 7,639.02 of it. A business that answers requests is therefore paying twice - once to hold the risk correctly and once to say no.

One month, in six figures

170,400.00turnover in the month
28,286.40the correlation difference
20,535.00the request queue
48,821.40both costs together
94.20queue cost per accepted market
28.7%cost as a share of turnover

What the samples show

Sample G and sample H - one month of composed markets, costed
LineFigureWhere it comes from
Combination bets in the month12,000Sample G
Mean stake14.20Sample G
Turnover170,400.0012,000 x 14.20
The correlation difference16.6%5.60 against 4.80 on a real 20.83% chance
What that difference is worth in the month28,286.400.166 x 170,400.00
Requests answered500Sample B
Queue cost of the month20,535.00500 x 41.07
Markets accepted218Sample B
Queue cost per accepted market94.2020,535.00 / 218
Queue spent on requests that produced nothing7,639.02186 x 41.07
Net of the two lines, before any settlement93,016.80339,436.80 against 246,420.00, over a year
sample G - the correlation adjustment, in one month and one year mean product of the legs = 5.60 mean composed price = 4.80 expected return if priced at 5.60 on a real 20.83% = 1.1665 -> a 16.6% loss turnover in the month = 12,000 x 14.20 = 170,400.00 cost of pricing at the product = 0.166 x 170,400.00 = 28,286.40 over a year = 28,286.40 x 12 = 339,436.80 so the 0.80 of price a reader notices is the whole of a 340,000.00-a-year difference on one operator's book - and it is the difference between a market that exists and one that does not.
sample H - the queue, and the price of saying no trader time on a request = 22 minutes at 112.00 an hour = 41.07 requests in the month = 500 cost of the queue = 20,535.00 requests that produced nothing = 186 -> 186 x 41.07 = 7,639.02 of those, no model existed = 131 -> 5,380.17 a year spent on requests no model could price = 64,562.04 accepted markets = 218 queue cost per accepted market = 94.20 a composed market therefore costs 94.20 to produce before a single unit of stake is placed on it, and 37.2% of the queue produces no product at all.
one month, both costs side by side correlation adjustment, in money = 28,286.40 request queue, in money = 20,535.00 combined cost of running composed markets = 48,821.40 as a share of the month's turnover = 48,821.40 / 170,400.00 = 28.7% against turnover per accepted market = 170,400.00 / 218 = 781.65 so the two lines that make composed markets possible cost 28.7 cents of every unit staked, and the visible half of that - the price a reader notices - is the smaller half.

What the arithmetic does not include

Two things are missing from this page and both are deliberate. The first is the settlement outcome: these are expected figures, not realised ones, and a single large combination landing can move a month by more than the queue costs in a year. The second is the cost of the customers who ask and are refused, which is a marketing cost rather than an operational one - 186 people in the month were told no, and the samples say nothing about whether they came back.

Five figures worth holding on to
  • 170,400.00 of turnover against 48,821.40 of cost, which is 28.7% of everything staked.
  • 28,286.40 of that is arithmetic rather than effort - the difference between the product and the composed price.
  • 20,535.00 is human, and 7,639.02 of it buys nothing.
  • 94.20 is what one accepted market costs before anyone stakes on it.
  • 339,436.80 is the yearly version of the correlation figure, and it is the reason the composed price is not the product.

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