Tuesday, September 20, 2011
Sweating the small stuff: Born to quant.
I'm about halfway through Moneyball and it's a quick and exciting read. The gift of hindsight shows some of the book's flaws impossible to detect when it was published, most notably how few of the players Billy Beane and Paul DePodesta drafted in 2003 made any splash at all some eight years later. But I am heartened to see Michael Lewis' style of writing catching on. Lewis himself gives props to Bill James, one of the first of the new breed of baseball analysts who call themselves sabermetricians. (SABR stands for the Society of American Baseball Research.) James' annual Baseball Abstracts were the great impetus for the changes in thinking about the game, and besides being a single minded collector of stats, James also knew how to bring the funny when the situation arose. (Example: writing about a heavy hitting and just plain old heavy slugger from last century: "Cecil Fielder acknowledges a weight of 261, leaving unanswered the question of what he might weigh if he put his other foot on the scale.")
And here comes to a question about education. Can you create a Matty Boy or are his kind born that way? The heroes of many of Lewis's books are a breed now known as quantatative analysts or quants. I jumped into programming when I was a lad, but I probably would have been better as a math analyst. Gathering sets of data and analyzing them comes to me completely naturally. Some people love doing that and others don't. Some can only do it on one subject (Bill James admits to no interest in numbers unrelated to baseball) but others do it about most of the things they can think of. Henri Poincaré, sometimes called The Last Universalist of mathematics and easily in any good list of the best ten mathematicians of all time, incessantly collected data sets on everything. Joseph Fourier collected number about his favorite topic, heat, and from it derived the differential equations that explain the phenomenon. Isaac Newton actually spent more time studying the Bible and alchemy than he did studying math or what we call modern physics, and it was clear he was using his stunning number sense in doing so, though he never published any of his findings in either field, instead leaving some of his thoughts in letters to friends we can read now. He probably left the religion alone because some of his ideas were heretical and heresy could still get you in big trouble - like dead - back in his day. I expect he didn't publish anything on alchemy because he didn't make any breakthroughs the way he did in math and physics, largely because it was a dry well and there were no breakthroughs to be had.
I gather numbers all the time. I'd call it "obsessively", but I have other habits that deserve to be called obsessive more than my love of numbers. Even the silly gossip blog is really an excuse to look at the supermarket rags numerically. I also spent a few seasons gathering data on football to see if I could make sense of it better than the current stat systems do. One of my ideas was to split the football team into separate squads and give credit where credit is due when points are scored, which also means blame where blame is due when points are allowed. My system was completely at odds with the modern favorite statistical game of fantasy football, since I was looking at teams rather than individuals, but I was recently heartened to see that Yahoo! has changed how defenses are measured in fantasy football and no longer blames them for points scored from turnovers like fumbles and interceptions run back by the other defense That is a small part of the system I called the Split Point System.
I did this simple quant work on football because I didn't see anyone else doing it. Reading some ideas from how quants work in baseball, (there are a LOT more people doing interesting work in baseball stats compared to football stats) I could see how to turn the Split Point System into a much better and more refined piece of work.
I'm not sure anyone actually creates a mathematician. It's like showing Edmund Hillary a mountain or giving Elvis Presley a guitar. There are things they don't know when they start, but the stage is pretty much set. I certainly still give a lot of credit to my favorite instructors like Ted Tracewell and Stu Smith, but no matter how many twists and turns my life takes, I always come back to math, and I likely always will.