Sheldon Natenberg 老大在

来源: putwriter 于 2011-04-06 09:54:26 [] [博客] [旧帖] [给我悄悄话] 阅读数 : (330 bytes)

Option Volatility & Pricing: Advanced Trading Strategies and Techniques里提到，delta neutral hedging与否，和赚不赚没有关系。只和是不是wipe out有关

所有跟帖： 

• The reality is that "delta neutral hedging" only makes money -Trader-Michael- ♂ 给 Trader-Michael 发送悄悄话 (41 bytes) () 04/06/2011 postreply 10:08:36

• "delta neutral hedging" by itself, by design, -putwriter- ♂ 给 putwriter 发送悄悄话 putwriter 的博客首页 (77 bytes) () 04/06/2011 postreply 10:16:50

• 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

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