Well, could you prove this to me via historical backtesting? I would be very, very inclined to say that the edge between selling gamma and buying...
The stuff he did was incredible. For example, he sold 15 and 20 year worst-of cross puts on S&P, nikkei and sx5e (i was on the other side, so I...
Someone is asking me to join a start-up upstairs market making firm, I'm just trying to do some due dilligence and understand the proces better....
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