putwriter:我觉得market neutral做不到

putwriter:我觉得market neutral做不到

今天把书基本上大致翻了一遍。

基本上所有的策略都有一个前提，就是if the trader thinks ....
可取的是对delta, gamma等到一定程度后改变利用。

还有就是，$500K以下小资金做sell side可能玩不转。有时候，是必须要或策略上就准备take assignment但资金小了就没有价值。

Big money avoids risk while small money takes risk.这也许是option的本质吧？

所有跟帖： 

• 回复：putwriter:我觉得market neutral做不到 -putwriter- ♂ (129 bytes) () 06/13/2006 postreply 19:39:55

• delta neutral continuously？ -豺狼- ♀ (231 bytes) () 06/13/2006 postreply 19:44:55

• 回复：delta neutral continuously？ -putwriter- ♂ (350 bytes) () 06/13/2006 postreply 19:50:23

• Is IV a typo? Should be TV? O/w, I got you -豺狼- ♀ (0 bytes) () 06/13/2006 postreply 19:55:28

• hehe. -putwriter- ♂ (0 bytes) () 06/13/2006 postreply 20:01:19

• hoho -PF-4- ♀ (0 bytes) () 06/13/2006 postreply 20:03:59

• I think I got you -豺狼- ♀ (350 bytes) () 06/13/2006 postreply 20:02:46

• 回复：I think I got you -putwriter- ♂ (259 bytes) () 06/13/2006 postreply 20:05:46

• :-) Thanks! -豺狼- ♀ (174 bytes) () 06/13/2006 postreply 20:11:10