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  1. Gamma scalping with negative transaction costs

    I dont think I am a gamma scalping expert, but I believe I understand what gamma hedging is. I am soliciting feedback from this community...
    Post by: burtgummer, Dec 7, 2021 in forum: Options

  2. Gamma scalping with negative transaction costs

    Here is a book for example with more detail: [MEDIA] But I am curious about more details as well. Discussion on which options positions other...
    Post by: burtgummer, Dec 6, 2021 in forum: Options

  3. Gamma scalping with negative transaction costs

    It is not. It is a nice basic overview, but I believe that I understand the basics and am looking for more details.
    Post by: burtgummer, Dec 6, 2021 in forum: Options

  4. Gamma scalping with negative transaction costs

    Do you have a couple resources you would recommend that would be related to the long gamma scalping that Ive outlined?
    Post by: burtgummer, Dec 6, 2021 in forum: Options

  5. Gamma scalping with negative transaction costs

    How far out were you buying options for the strategy and what worked best there? Thoughts on 10-14 days out? Thoughts on 2-3 days out?
    Post by: burtgummer, Dec 6, 2021 in forum: Options

  6. Gamma scalping with negative transaction costs

    Yes, this would be automated. And it would be gamma scalping against long options (buying a straddle ATM, say). Since Im long gamma, it seems to...
    Post by: burtgummer, Dec 6, 2021 in forum: Options

  7. Gamma scalping with negative transaction costs

    One downside of gamma scalping is too many transaction costs eating pnl. In theory, if a trader gets a "rebate" for executing maker limit orders,...
    Thread by: burtgummer, Dec 6, 2021, 19 replies, in forum: Options
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