回复:putwriter:我觉得market neutral做不到

肯定是做的到地。首先你要做到delta neutral continuously. 如果你赌错了,你就亏钱倍,但不会太多。那篇realmoney上的文章应该讲了一些。

所有跟帖: 

delta neutral continuously? -豺狼- 给 豺狼 发送悄悄话 (231 bytes) () 06/13/2006 postreply 19:44:55

回复:delta neutral continuously? -putwriter- 给 putwriter 发送悄悄话 (350 bytes) () 06/13/2006 postreply 19:50:23

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

hehe. -putwriter- 给 putwriter 发送悄悄话 (0 bytes) () 06/13/2006 postreply 20:01:19

hoho -PF-4- 给 PF-4 发送悄悄话 (0 bytes) () 06/13/2006 postreply 20:03:59

I think I got you -豺狼- 给 豺狼 发送悄悄话 (350 bytes) () 06/13/2006 postreply 20:02:46

回复:I think I got you -putwriter- 给 putwriter 发送悄悄话 (259 bytes) () 06/13/2006 postreply 20:05:46

:-) Thanks! -豺狼- 给 豺狼 发送悄悄话 (174 bytes) () 06/13/2006 postreply 20:11:10

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