"delta neutral hedging" by itself, by design,

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- ♂ (259 bytes) () 04/06/2011 postreply 10:26:23

• now we are getting somewhere -:) -putwriter- ♂ (201 bytes) () 04/06/2011 postreply 10:29:41

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