Isn't it more difficult to maintain a short delta neutral portfolio than a long portfolio? Say you have a long straddle. It seems like it can be dynamically hedged by posting passive limit orders on the underlying meaning you can hedge as fast as the underlying trades. While a short straddle requires you to buy high and sell low, meaning you must manage your hedging frequency. It appears to me like it would be much easier to be long vol than short vol. Can some more experienced options traders help me understand this?