Infrastructure
Simulation Engines
Build fast, scalable Monte Carlo engines. Power season projections, game simulations, and risk analysis.
๐ฎ Simulation Types
Season Simulation
Simulate entire season outcomes
Inputs:
- โข Team ratings
- โข Schedule
- โข Injury probabilities
Outputs:
- โข Win totals
- โข Playoff odds
- โข Championship %
Game Simulation
Play-by-play game modeling
Inputs:
- โข Player stats
- โข Pace
- โข Play distributions
Outputs:
- โข Final score
- โข Player stats
- โข Game flow
Bankroll Simulation
Test betting strategies
Inputs:
- โข Win rates
- โข Bet sizing
- โข Correlation
Outputs:
- โข Final bankroll
- โข Drawdown
- โข Bust rate
Market Simulation
Model order flow and pricing
Inputs:
- โข Arrival rates
- โข Bet sizes
- โข Sharp %
Outputs:
- โข PnL distribution
- โข Max exposure
Simulation Config
100 10000
1 16
Est. Runtime () => {
const baseTimePerSim = 0.1;
return (numSims * baseTimePerSim / parallelization).toFixed(1);
}s
Throughput NaN sims/sec
Architecture Components
๐ฒ
RNG Engine
Fast, reproducible random numbers
๐
State Manager
Track game/season state
๐
Event Queue
Process events in order
โก
Parallel Runner
Distribute across cores
๐
Results Aggregator
Collect and summarize
๐พ
Cache Layer
Reuse expensive computations
โก Performance Optimization
Use NumPy vectorization
Impact: 10-100x faster
Pre-compute lookup tables
Impact: Avoid repeated calcs
Parallel processing (multiprocessing)
Impact: Linear speedup
JIT compilation (Numba)
Impact: 10-50x faster
Seed management for reproducibility
Impact: Debugging
Early termination conditions
Impact: Skip unnecessary work
Python Simulation Engine
# Fast season simulation with Numba
import numpy as np
from numba import jit, prange
from concurrent.futures import ProcessPoolExecutor
@jit(nopython=True, parallel=True)
def simulate_season_batch(team_ratings, schedule, n_sims):
"""Vectorized season simulation"""
n_teams = len(team_ratings)
n_games = len(schedule)
# Pre-allocate results
win_totals = np.zeros((n_sims, n_teams))
for sim in prange(n_sims):
# Seed for reproducibility
np.random.seed(42 + sim)
for game_idx in range(n_games):
home, away = schedule[game_idx]
# Win probability from ratings
diff = team_ratings[home] - team_ratings[away] + 3 # Home advantage
home_win_prob = 1 / (1 + 10 ** (-diff / 400))
# Simulate game
if np.random.random() < home_win_prob:
win_totals[sim, home] += 1
else:
win_totals[sim, away] += 1
return win_totals
# Run simulation
results = simulate_season_batch(ratings, schedule, 1000)
# Aggregate results
playoff_odds = (results >= 45).mean(axis=0)
championship_odds = (results.argmax(axis=1) == team_idx).mean()โ Key Takeaways
- โข Simulations power projections and risk analysis
- โข Vectorize with NumPy for 10-100x speedup
- โข Use Numba JIT for tight loops
- โข Parallelize across cores for linear scaling
- โข Seed management for reproducibility
- โข Cache expensive intermediate results