Forums - Gamma scalping:what volatility are you trading?

HOME FORUMS BROKERS SOFTWARE BOOKS CONTACT US

Your Account • Become a Member • Help • Search

	Forums ›› Main ›› Options ›› Gamma scalping:what volatility are you trading?

Page 13 of 13: « First Page 4 5 6 7 8 9 10 11 12 13

kapw7

Registered: Mar 2012
Posts: 113

10-23-12 10:25 AM

Quote from cdcaveman:

Wouldn't there be a better way to scalp more gamma then just by some descrete fixed time interval.... your scalping fluctuating gamma not time... I am a beginner to. So a lot of what is talked about I need clarification so I appreciate your help

The equation is not the most general form but I used it just to show how P/L depends on gamma. Maybe it's better to think about dt as a very small amount of time where gamma is (almost) stable. So it doesn't necessarily mean that you scalp on fixed times. For example you might do the first hedge at 1000*dt then the 2nd at 1500*dt the 3rd one at 4000*dt and so on.

Edit/Delete • Quote • Complain

Page 13 of 13: « First Page 4 5 6 7 8 9 10 11 12 13

Receive an email whenever a new post is added to this thread by subscribing to it.

Rate This Thread:

Forum Jump:

Conduct Rules - Privacy Policy - Day Trader - Day Trader Forum - Best Trading Software - Sitemap

WHILE YOU'RE HERE, TAKE A MINUTE TO VISIT SOME OF OUR SPONSORS:
Advantage Futures Futures Brokerage & Clearing AMP Global Clearing Futures and FX Trading Bright Trading Professional Equities Trading CTS Futures Trading Software DaytradingBias.com Professional Trading Analytics ECHOtrade Professional Trading Firm	eSignal Trading Software Provider FXCM Forex Trading Services Global Futures Futures, Options & FX Trading Interactive Brokers Pro Gateway to World Markets JC Trading Group Direct Access Trading MB Trading Direct Access Trading	MultiCharts Trading Software Provider NinjaTrader Trading Software Provider OANDA Currency Trading optionshouse Option Trading & Education Questrade Canada's #1 Online Broker Rithmic Futures Trade Execution Platform	SpeedTrader Direct Access Trading SpreadProfessor Spread Trading Instruction thinkorswim by TD Ameritrade Direct Access Trading TradersStudio System Building & Backtesting Trading Technologies Trading Software Provider Trend Following Trading Systems Provider