gamma01 www.wilmott.com in general, if mkt long gamma they sell
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marketreflections
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2011-08-18 18:00:54
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Fri Dec 02, 05 09:38 AM
can someone pse explain what this statement means
The market is long USDCHF gamma, and this is driving vols lower......
tks
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TheMullah
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Joined: Nov 2005