Use avg delta(initial/final) * dSpot, avg vega(initial/final) * dIV
https://forums.capitaldiscussions.com/threads/managing-greeks-inventory-index-vol-income-strategies-pnl-greeks-attribution-decomposition.1725/
Karen the Supertrader still alive and kicking?
Questions: 1. A delta-neutral option portfolio has a position gamma of +300. If call options have a (percentage) delta of 0.58 and gamma of...
http://www.youtube.com/watch?v=BquDGE9KxZQ http://www.youtube.com/watch?v=cXy9HoWX0es
Market taker (customer) aggressively initiates buys/sells at market by lifting the offer/hitting the bid, paying bid/ask spread in case of...
Anyone use ATM strategies (a la Ninja Trader or TradeMaven, etc) to catch the short squeeze rallies such as the one on 5/1/09? Target/stop loss...
www.pairtrader.com, Bright affiliated
Jsmooth, that is the way I remember it being told to me..
perhaps a couple of clarifications are in order; The actual piece of paper on which the games are printed doesn't matter, it might as well be 2...
Fantasy football fans will like this one; Ticket with two games, Game 1 and Game 2. Game 1: teams A vs. B with 60/40 slant of team A being...
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