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Originally Posted by Jay Edgar
Yes please!
(Not that I've ever actually had to sweat a reverse middle or anything . . . .)
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This is the example spreadsheet I put together as proof of concept. It should be fairly self explanatory (scroll down to fill in the probabilities).
For the spreadsheet to work you'll need to have solver.xla added as a visual basic reference. If it produces an error when you run it, then you'll need to do this manually. For an explanation of how to do this check out section III ("Hints for Using Solver in Macros") of
this link.
Kelly Multi-Hedge Example