Tuesday, June 18, 2013

Gambling Series - Part II - Basic Gambling Strategies

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In Part I of this series I just expressed my introductory comments on gambling. Today I'm going to dive a bit into some of the various strategies that I know people follow when they enter a casino.

To begin with today let's look at how people gamble in a pure half-and-half type event. By this I mean an even like a red and black of a roulette table or an odd number in a dice, or a tails in a coin. This is the most basic version.

One must note that odd and even actually do not alternate in a roulette table and hence if this strategy is applied to odd and even it might or might not work.

The Martingale Strategy

This is the most famous and most practically applied strategies known. The strategy in itself is quite simple. We start with betting the lowest position denomination on an even. If we lose, we double our bet the next time and if we win we start from the top again. Let me illustrate. Assume the lowest bet can be made for 10 dollars. So we bet 10 dollars on red in a roulette table. If we win, we keep our winnings of 10 dollar and bet 10 dollar again. If we lose, we bet 20 dollar this time. If we now win, we are going to keep our 30 dollar (out of the 40 won in total) and restart with 10 dollar bet. However, if we had lost this time, we would have to now bet 40 dollar (double of 20).

The Logic behind the strategy is that eventually we are going to win, and when that happens we want to be able to win back all the money we lost while betting (10 + 20 + 40) and some (+10 = 80). 

Why doesn't everybody use it then?

Because casinos also know that this method if fully implementable can make them lose money, and a lot of it. So what do they do? They tweak the constraints a bit. They will put an upper limit on the bet. A simple tweak like this is going to turn the odds again in their favor against this strategy. Let's say the upper limit is 10000 dollars for a single bet in a casino. That means after lose a particular number of times and betting 

10+20+40+80+160+320+640+1280+2560+5120 = 10230,

the gambler would only be able to bet 10000 (the upper limit). Consequently, he can only win 20000, and so still losing 230 dollars. And if he doesn't win on this bet, he is going to lose a lot of money without a chance of making it back soon. So, this simple constraint actually does a lot of good for casinos and keeps guys away from running this strategy. One might argue that this requires losing 10 times in a row, and it won't always happen. True, it won't always happen but when it does it is going to create big losers and hence big money for the casinos.

The Anti-Martingale Strategy

The biggest problem with the martingale strategy is that the winnings are quite limited (10 dollar for the above case) for each run, while the betting amount goes exponentially very quickly. My personal experience was when implementing Martingale the machine gave up on me and stopped accepting my notes when I had to bet, so i can't start from that point again and whatever money is gone is gone. This risk return doesn't look attractive to some people and actually it makes sense too. So some people drew a learning from trading, the very famous saying of cutting your losers and let your winners run. This is how this strategy works. You start by putting in 10 dollars into red let's assume. If you win, you are going to put in the 20 (initial amount of 10 and the winning of 10 both). So, the next time you have bet higher, you are going to win higher (40) if you win, while your overall risk is still limited to your initial investment of 10 dollars. This looks very attractive in theory. If you lose in the first run itself, you still bet 10 dollars again and don't increase the risk amount exponentially like in the case of martingale strategy.

The crucial thing that people forget about when using the anti-martingale strategy is when to take profits. Sure, the idea sounds good that even when you are betting 20 your initial risk is still 10 but the reality is you are going to win 40 and then bet 40 again to win 80 and then bet 80 again to finally lose. Net net you did not make any money. So, it’s important to have a target profit in mind where you start again from the top (10 dollars).

The Anti-Martingale Variant

The drawback with vanilla martingale strategy is that it’s not clearly defined on when to book profits. To overcome this, people use some other variants. One of the most common one is to keep taking some profits off the table and let the strategy run. In this case if you are putting 10 dollar and winning 20, you are going to keep 5 to yourself and then going to bet 15 the next time. Then if you win again you are going to keep maybe 8 dollars to yourself and bet 22 again. This way you are making sure you keep increasing your earnings while 'letting your profits run'. This is actually closer to the real trading strategies, where only a tight risk management can make money consistently in the long run. When you are betting the entire amount again, this is not risk management as you are effectively increasing risk after your winnings.

Today we looked at three basic strategies. In part III, we are going to further explore some other strategies that are used while in casinos.



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