SPX Credit Spread Trader

Quote from optioncoach:

Some one to tell me how to do it :). I am not in the sutdio when I do the show so I do not know how or if they record it so anyone with experience with recording things to podcast?
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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.
 
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
 
Quote from optioncoach:

Thanks for the words.... nice to know I am not talking to myself (well the engineer has to listen at least..)
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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. :)



Quote from rallymode:

We should try and get JA as a guest on coach's show.
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How many days do you take into account in determining your 1 Sigma of 1371 for June?

Quote from skdoyle1:

Good day to grab some Junes. I got in on
50 x 1370/1380's for .85. I'm a little inside the 1sigma range for june at 1371 with a prob of expiring above 1371 at 16%, but with the summer coming on, I don't think we're going much much higher.
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Quote from skdoyle1:

Good day to grab some Junes. I got in on
50 x 1370/1380's for .85. I'm a little inside the 1sigma range for june at 1371 with a prob of expiring above 1371 at 16%, but with the summer coming on, I don't think we're going much much higher.
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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?

Quote from optioncoach:

Some one to tell me how to do it :). I am not in the sutdio when I do the show so I do not know how or if they record it so anyone with experience with recording things to podcast?
More...
 
Quote from momoneythansens:

Not too clever me...need more explanation.
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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
 
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