Is it a lot different from this one?
Please, could you explain this point in a bit quantitative way? I don't think we need stochastic calculus, but at least the hedge ratio written as...
Ok, that was just my guess :)
So my opinion is that a retail trader, being focused on the mark-to-market because of the margin call risk, should use the Delta calculated with...
Ok, I've read the paper. It's very interesting. I would write here some consideration without quantitative notes, in order everyone could express...
My profits aren't as big as the one who repeatedly shorts straddle [till the market wipes out him with an enormous opening lap (for example, see...
Not high liquid at all. I started with equity options but I've seen that the bid-ask spread is too great. Then I switched my attention on many...
Ok, I thank you for the answer and I think that I understood your point of view. Nevertheless, it does not seem to me that the bid-ask spread...
Probably I didn't properly explain the situation I mean: when you open every position you're always in loss because of the bid-ask spread, right?...
Ok, understood. If the position is in profit, you suggest to close it with gain. Now, if we introduce the bid-ask spread and transaction fees,...
Thank you for the answer, Maverick74. Suppose you have a positive edge because you are in the following situation: - long Gamma; - you...
If you go short Gamma, then your goal is to earn the time consumption. Delta hedging helps you to protect the position from being damaged by...
I'm so sorry for having doubled the post, I ask the moderator to delete this thread because it's a copy of another one. Thank you.
Hi all :) It's my first message here. So please tell me if I make any behavioural mistake. I'd like to tell you about the following...
Hi all. It's my first thread in this forum, so please warn me if I'm making any behavioural mistake. I'd like to tell you the following...
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