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pandas.DataFrame.devig

74 words·1 min
pandas.DataFrame.devig()

Calculate devigged implied probabilities from a DataFrame of implied probabilities that include vigourish. Each row is treated as a set of vigged implied probabilities.

Returns:

  • pandas.DataFrame: DataFrame of devigged decimal implied probabilities. Each row corresponds to a row in the input DataFrame.

Example:

import pandas as pd
import stakepd as spd

implied_probabilities = pd.DataFrame({
    "A": [0.8, 0.5],
    "B": [0.3, 0.7]
})
devigged_probs = implied_probabilities.devig()
print(devigged_probs)
          A         B
0  0.727273  0.272727
1  0.416667  0.583333