taowave liked tommcginnis's post in the thread The meaning of risk. What does risk mean to you?.
Reading an Amahrix thread? Time I can never get back. :(Sep 20, 2019 at 9:18 PM
If you really have to short, always go for the straddle/narrow strangle where gamma is highest and you are paid for the risk you take,...Sep 19, 2019 at 7:35 AM
Derivatives can be less risky than trading the underlying. Depends on how you use them.Sep 18, 2019 at 11:47 AM
are you planning on "continuously" delta hedging the short vol/gamma,or are you going to stop yourself out at a predetermined limit(good...Sep 17, 2019 at 4:06 PM
Fair enough -- but P(ITM) may be much hotter than you wish to go -- even with defined-risk spreads, and closer to the money shorts. The...Sep 17, 2019 at 4:00 PM