Delta and gamma hedging

来源: 喜喜哈哈 2019-09-23 10:00:13 [] [旧帖] [给我悄悄话] 本文已被阅读: 次 (346 bytes)

don't have to be completely neutral, and traders may adjust how much positive or negative gamma they are exposed to over time.

That is what I have been doing.  I have developed a good habit to do the adjustment at the market closing over the period,  which really helps me greatly.

 

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我不看图, -喜喜哈哈- 给 喜喜哈哈 发送悄悄话 (116 bytes) () 09/23/2019 postreply 11:50:26

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