gamma01 www.wilmott.com in general, if mkt long gamma they sell

来源: marketreflections 于 2011-08-18 18:00:54 [] [博客] [旧帖] [给我悄悄话] 阅读数 : (3477 bytes)
Fri Dec 02, 05 09:38 AM
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can someone pse explain what this statement means

The market is long USDCHF gamma, and this is driving vols lower......

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TheMullah
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