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。
回复:putwriter:我觉得market neutral做不到
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delta neutral continuously?
-豺狼-
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06/13/2006 postreply
19:44:55
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回复:delta neutral continuously?
-putwriter-
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06/13/2006 postreply
19:50:23
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Is IV a typo? Should be TV? O/w, I got you
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06/13/2006 postreply
19:55:28
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hehe.
-putwriter-
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06/13/2006 postreply
20:01:19
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hoho
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06/13/2006 postreply
20:03:59
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I think I got you
-豺狼-
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06/13/2006 postreply
20:02:46
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回复:I think I got you
-putwriter-
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06/13/2006 postreply
20:05:46
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:-) Thanks!
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06/13/2006 postreply
20:11:10