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  1. C

    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.
  2. C

    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 when you are learning. (like 1 condor instead of 10) Another up side to this is you can practice hedging with the underlying stock. I don't trade...
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    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. (If z is -1 and std dev is greater than the mean, for example). I spent quite a bit of time reproducing the result from your factor's in...
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    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: EXP(NORMINV(RAND(),mean,stdev) OR LOGINV(RAND(), mean, stddev) This will generate all positive returns, which you can use to simulate a distribution of positive winning...
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    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 winning and losing trades. The problem is I don't know how to randomly generate all positive or all negative trades and still maintain the same mean and...
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