跟 long 3x short 相反的, 不是long 3x long ...

来源: 于 2014-11-30 15:37:27 [博客] [旧帖] [给我悄悄话] 本文已被阅读：次

it is to short the 3x short.

3x long and 3x short both suffer from time decay due to gamma, ie convexity effect. only way to take advantage of it is to take short positions.

just my 2c