The reality is that "delta neutral hedging" only makes money

来源: Trader-Michael 于 2011-04-06 10:08:36 [] [旧帖] [给我悄悄话] 阅读数 : (41 bytes)
回答: Sheldon Natenberg 老大在 由 putwriter 于 2011-04-06 09:54:26

when the market is decling. is it?

所有跟帖： 

• "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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