"delta neutral hedging" by itself, by design,

来源: putwriter 于 2011-04-06 10:16:50 [] [博客] [旧帖] [给我悄悄话] 阅读数 : 0 (77 bytes)

loses money in a range-bound market. makes money in a trending market.

所有跟帖： 

• when delta = 0, i.e no long or short deta, a position -Trader-Michael- ♂ 给 Trader-Michael 发送悄悄话 (259 bytes) () 04/06/2011 postreply 10:26:23

• now we are getting somewhere -:) -putwriter- ♂ 给 putwriter 发送悄悄话 putwriter 的博客首页 (201 bytes) () 04/06/2011 postreply 10:29:41

• you are good at your strategy. -Trader-Michael- ♂ 给 Trader-Michael 发送悄悄话 (0 bytes) () 04/06/2011 postreply 10:35:51

请您先登陆，再发跟帖！