I had a friend who was a friend of Steve Forte, who would frequently talk to about who was doing what to make gobs of money in the gambling world. Forte had told the guy how a couple groups were cleaning up in MLB with computer models. My friend knew I liked to program, and he kept telling me, over the course of a couple years, that I should work on baseball. Eventually I did. I tinkered with it for a couple seasons until I stumbled upon a viable approach.
I really came at it from a place of zero knowledge. I had no idea that anyone made money in ways other than modeling. I'm kind of grateful for that, but it is kind of silly. I was approaching one of the hardest angles possible while there was a lot of easy money out there.