On Mon, 07 Sep 2009 20:34:44 -0000, "jamesbparker999"
<jp@jpfinancial.
>Ricky
>
>What specific software are you referring to?
>
The only dissection software I've heard of is Cottle's. I am still
mystified as to what it does and how it is to be used.
>Cheers
>James
>
>--- In OptionClub@yahoogro
>>
>> On Mon, 7 Sep 2009 12:31:50 -0500, "mcatolico"
>> <mcatolico@.
>>
>> >>
>> >Just what is the most general statement that can be made about
>> >decomposing an arbitrary options position into flies? I knew that
>> >condors can be broken up that way.
>> >
>> >
>> >MC - not sure what you are looking for.
>>
>> I am trying to get some sort of handle on what dissection is all
>> about. Can an arbitrary options position (all expirations the same)
>> be written in some neat sort of way as the combination of simple basic
>> options positions? Of course it can in terms of individual calls and
>> puts. But I am told that there are useful ways to write it in terms
>> of not as atomic stuff, for example butterflies and boxes. OK, what
>> is an algorithm for making such a dissection (decomposition?
>> software is being sold to do such dissections, it has to follow some
>> sort of procedure.
>>
>
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