don johnson - blackjack millionaire

Discussion in 'Options' started by crayon851, Nov 3, 2014.

  1. that maybe so, but don johnson has consistently beaten casinos using his probabilities. I thinj he was a mathematician of some sort. you should look him up.
     
    #11     Nov 3, 2014
  2. Based on what I've read, his strategy was pure "edge", but it was definitely negotiated by special arrangement...
     
    #12     Nov 3, 2014
  3. You're selling the call spread. So that's, what, make 0.35 to potentially lose 0.5? I am not sure I fancy that, tbh... Is 60% "probability of success" the right terminal odds? Is it the right odds, given the leverage and the resulting path dependency? I dunno...
     
    Last edited: Nov 3, 2014
    #13     Nov 3, 2014
  4. bah ignore the last few posts. i wasnt thinming properly about the calc. @ work atm.
     
    Last edited: Nov 3, 2014
    #14     Nov 3, 2014
  5. I don't know... Maybe it does and there is some statistical evidence to support such a conclusion. However, all such evidence needs to be taken with a large pinch of salt.
     
    #15     Nov 3, 2014
  6. so you dont trust the statistical evidence that supports probability?

    like if theoretically speaking,

    if you can collect at min $35 from every spread with a 60% chance and a 40% chance of losing $50, you will come out on top, marginally.

    60x35 =2100
    40x50=2000

    and the reverse probabilities would be used for a debit spread. however, youd have to still factor in the cost of the debit
     
    #16     Nov 3, 2014

  7. Why not just try it? If you dont have the money, try it in a demo account. That's how you will see how it really works.
     
    #17     Nov 3, 2014
    Occam likes this.
  8. for debit spreads with the same example up top, you need to sell a 0.25 otm call and buy a cal 1.00 away from that strike.

    to profit, you need to make the purchase at at most 0.39.

    sell 14.00
    buy 13.00 call



    so whcih do you think is better, the credit or the debit?
     
    #18     Nov 3, 2014
  9. I trust the statistical evidence, but there's an enormous chasm that separates statistical evidence and profitable trading. Especially in a context where leverage is used.
     
    #19     Nov 3, 2014
  10. can you explain? are saying that there are other factors to consider, other than the stats behind it?
     
    #20     Nov 3, 2014