several ways

来源: njrookie 于 2014-11-30 16:34:06 [] [博客] [旧帖] [给我悄悄话] 阅读数 : (355 bytes)
本帖于 2014-11-30 18:24:30 时间, 由普通用户 njrookie 编辑

1 some brokers can locate the shares at a cost b/w 4-6%, which offsets most of the edge;
2 you can construct synthetic short with options.
3 when vol is low, or when mkt is going one way (grinding up in particular), there is no edge for shorting those to collect theta. instead you lose due to compounding.

just my 2c.

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