<Bankroll Simulation> This is how much you need

[t_perkin]

I am doing a bit of work on Bankroll simulations, because Aleo was interested in it, but mainly just to remember how to program.

I just sent this PM to Aleo and thought maybe some others might be interested:

If anyone else knows Java and wants to play around, send me a PM with your e-mail address and I will send it to you. It is pretty rough and ready at the moment.

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You should have it, I found your e-mail address right after I sent the PM. If not then lovely hotmail has probably decided to block it. If so let me know and I will zip it up and try again.

I have done a bit more to it since I sent it to you. I set it to run multiple simulations starting with different BRs to see how the probability of busting changed.
Shown is the initial BR (as a no. of buyins) followed by the percentage chance of busting.

I don't record my %finish at each place so I just made them up:

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So with 45% itm (even split 1st 2nd 3rd) (ROI 36%):

C:\simulator&gt;java Simulator 10 7 6 6 6 8 12 15 15 15
3B 44.0
6B 20.0
9B 8.0
12B 3.0
15B 1.0
18B 0.0

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With 14% 1st, 13% 2nd, 13% 3rd (ROI 18%)


C:\simulator&gt;java Simulator 8 8 8 8 8 12 8 13 13 14
3B 62.0
6B 37.0
9B 22.0
12B 12.0
15B 7.0
18B 4.0
21B 2.0
24B 1.0
27B 1.0
30B 0.0
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With 36% itm (even split) (ROI 9%)

C:\simulator&gt;java Simulator 8 8 8 8 8 12 12 12 12 12
3B 79.0
6B 63.0
9B 49.0
12B 39.0
15B 29.0
18B 22.0
21B 17.0
24B 12.0
27B 9.0
30B 6.0
33B 4.0
36B 3.0
39B 2.0
42B 1.0
45B 1.0
48B 0.0

This is based on playing 300 SnGs.

This is all based on performing 2000 simulations for each initial BR, which seems to give an accuracy of around 1-2%, so still a bit approximate, each simulation is taking about 4seconds to run on my PC, so I will up the reps when I have improved the program a bit more.
Also the number of buyins is not quite right, at the moment it is actually simulating $100 as being 3buyins for $33 SnGs, just because that is how I had it set up for something else. I will correct it later.

But it gives an interesting first look.

Let me know how you get on setting it up

Tim