Recent Content by codemnky

  1. Ways to reduce loss on a long condor

    Rolling is also like closing the position, taking a gain or loss, and opening a new trade.
    Post by: codemnky, Jan 7, 2016 in forum: Options

  2. Ways to reduce loss on a long condor

    You shouldn't be trading 10 contracts if you are not sure what to do when one leg of your position is being pressured. Use smaller contract sizes...
    Post by: codemnky, Jan 6, 2016 in forum: Options

  3. Acrary's monte carlo program

    Then you must limit your range of z values for winning/losing trades? Otherwise you can get a negative return when trying to pick a winning trade....
    Post by: codemnky, Jan 13, 2009 in forum: Strategy Building

  4. Acrary's monte carlo program

    I found that a lognormal distribution works pretty well. In excel you just take the exponent of the output from NORMINV:...
    Post by: codemnky, Dec 18, 2008 in forum: Strategy Building

  5. Acrary's monte carlo program

    I'd like to write my own monte carlo program that works like Acrary's where you can input a different mean and standard deviations for both...
    Thread by: codemnky, Dec 12, 2008, 8 replies, in forum: Strategy Building