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Add training workflow, datasets, and runbook

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Rushabh Gosar
2025-12-23 21:17:22 -08:00
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Chapter 38: The Distribution of Stock Prices 811
in the dark as to the likelihood of profitable outcomes for his strategy. Overall, in a
diversified set of positions, the option strategist should use the fat tail distribution in
a Monte Carlo simulation to estimate probabilities. However, if that is not available,
he can use the normal or lognormal distribution with the proviso that he understands
it is not "gospel." He should require ve:ry stringent criteria on any strategies that are
antivolatility strategies, such as naked option writing of stock options, for there is a
greater than normal chance of a large move by the underlying, especially if the
underlying is stock.
The sophisticated trader may want to view his probabilities in the light of more
than one proposed distribution of prices. Of course, this type of analysis ( using sev­
eral distributions) puts the onus on the investor to choose the distribution that he
wants to use in order to analyze his investment. However, such an approach should
be extremely illustrative in that he can compare returns from different strategies and
have a reasonable expectation as to which ones might perform the best under differ­
ent market conditions.