How to line shop
How much is taking the best available price actually worth?
Line shopping is taking the best available price on a bet you were going to make. It is the least glamorous edge in betting and close to the largest.
The arithmetic: at -110 both ways a book holds 4.55%. Beat that price by half a point on every bet and you have handed back a meaningful share of the margin — without predicting anything, without a model, and without any risk you were not already taking.
What it is worth over a season
A 220-bet record at 5.91% return has an interval running -7.0% to 18.9%. Against that noise, a systematic half-point improvement on every bet is one of the few things large enough to show through — and unlike a model edge, it does not need to be right about anything.
The catch nobody mentions
Consistently capturing the best number is itself a signal. Risk desks profile on it, because a customer who always beats the market is a customer whose bets carry information. That is why the price you take and the account you take it at are the same decision.