How to model the future price of OTM options?

Discussion in 'Options' started by benjjj6, Jun 2, 2013.

  1. vanv0029

    vanv0029

    Hey Mitch89 if you are going to pump a program at least port it to Linux (Java).
    I really do not want to deal with another broker (Ameritrade/TOS) but at least
    TOS works with java on my Linux system.

    I do not want to deal with Excel macro packages because I run libreoffice and
    even worse none of them work with the different versions of Excel. It seems
    to me anyone our modern age of hackers who even thinks of using a .dll is
    brain dead.

    I want to purchase a reasonable priced program per year licenses even and
    I would prefer connecting to IB real time quotes but delayed quotes are ok.

    Here are my tests. Allow me to analyze Atticus Pitch fork idea: 3x short puts
    about straddle distance way and short 1x calls same strike. I would like to
    be able to see what happens as time moves forward and my guesses of IV
    and underlying moving.

    My other test is being able to handle Cottle's sling short type of hedge.

    If you are going to pump at least be less hat and more cattle.
     
    #11     Jun 26, 2013
  2. Mitch89

    Mitch89

    I don't like Excel macro packages either, had a lot of bad experience with them, so I finally found this great software and for the last 3 months I've been working with it, made nice profit and can test each of my positions with every risk angle (e.g time decay) long before I execute it.
    I work on Windows, so didn't try it on Linux.
     
    #12     Jun 28, 2013