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Strategies & Market Trends : Option Spreads, Credit my Debit
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To: KFE who wrote (919)9/20/1999
From: Richard Nehrboss  Read Replies (1) of 2317
 
Ken and all,

I've been putting on spreads now for just about a year and have decided that I need more formal analytical tools. I spent the afternoon creating tools to tell me how many times a security meets certain criteria over a given period.

Here's an example that my tools gave me today: MSFT surpassed a 10% gain 38.4% of the time over the last year in a 20 day trading cycle (that is 89 times out of 232 cycles). This means that a 100-105 call credit spread has just under 40% chance of quadrupling your money for the Oct expiration. If the odds of a quadruple were 25% you'd be even , at 40%, you have %160 on your investment.

Do you know of any tools like this out there? I'm debating re-writing this tool cleanly in Java, but don't want to waste my time if it's out there.

Thanks
Richard
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