Is there a broker or platform that offers automated delta hedging? That is, automatically generating stock orders if a position delta exceeds a pre-determined threshold? I have to think that this feature would be relatively straightforward to program, so that one can scalp long gamma positions. It might also be useful to manage the risk of short gamma positions, but I would think that one would want to manage that manually. If no service provides this, has anyone built this functionality? I would think that Excel would be a poor choice for implementation, but my programming skills are currently limited to VBA for now. Perhaps Matlab might work?