SPX Credit Spread Trader

If Sailing is recording it (probably as an MP3) he could post the file on podcast.yahoo.com. I've never done it but it looks like it could work.

 

Let's test it out!

 

Just found this forum and it seems great.Just wondering if there was a mention or someone could direct me to info on sigma and probability calculation on strikes. thanks

 

We should try and get JA as a guest on coach's show.

 

You really think that's a good idea. Do you want to see Coach transformed from an intelligent, articulate man to a, well, you get the idea.

 

How many days do you take into account in determining your 1 Sigma of 1371 for June?

 

Return on risk 9.3%.
Probability of being a loser 16%.

hmmmmm

 

It seems that you guys are calculating 1 STD based on 365 days. Isn't it more realistic to consider 20 or 30 days at most for our trading style?

 

Not too clever me...need more explanation.

 

You must be playing with us Mo, I'm sure you get what he is saying.

$.85 credit = 9.3% return on at risk capital
.085/(1-.085)= .093 or 9.3% with 16% chance of expiring in the money