delta neutral trading, 大多数MKT都在一个平横线上走来走去, 一看就是行家

来源: 首页001 于 2014-09-26 09:26:22 [档案] [旧帖] [给我悄悄话] 阅读数 : (275 bytes)

回答: 你说地对！由田牛妹于 2014-09-26 08:13:07

所以 portfolio mgrs. do "delta neutral trading" most of time;

unless the underlying stocks have a potential 平横线 breakout or break down, then you could possibly have to deal with a gamma issue.

请多写，我们靠你赚钱了