u/1ce_berg

I've been working on a model for the past few months and I have it set up to simulate a match up between two opponents thousands of times to give the outcome.

I collected historical closing line betting data as I'm working on trying to validate its performance. My issue is that backtesting takes a ton of time to run simulations over thousands of matches across multiple years.

I have tried using a surrogate model as a cheap approximation of the simulation, but I am skeptical of this being the best approach.

I am curious how other people handle this issue, or in general what people's thoughts are on this approach to modeling.