If you had to choose between VRP and TRP?

Discussion in 'Options' started by .sigma, Jan 30, 2020.

  1. traider

    traider

    Thanks for all the thoughtful replies, really benefited a lot from your wisdom.
    Do you know of any research / books that discuss how to implement different forms of delta hedging? Is there an optimal way of delta hedging?
     
    #11     Feb 1, 2020
    .sigma likes this.
  2. .sigma

    .sigma

    Delta hedging is a myth... for the retail guys like us..

    The best we can do is manage our deltas to match our bias.
     
    #12     Feb 2, 2020