Hello Maverick74,
Thanks for responding and for your insight not only in answering my post but across the forums and threads. I agree with you BTW regarding your observations of long and short gamma traders.
Thanks for the advice on trying out OptionVue. I didn't know that it was that...
Hi Tempus,
You wrote:
Dynamically hedging short gamma would be an arbitrage-like money machine...not possible (legally) in an efficient market. The schemes that I have seen that claim to do this actually have you buying high and selling low, which doesn't sound too attractive to me.
One...
Hello All,
I've been a visitor/reader of ET for quite some time and finally became a member today. I find this and other forums (TSWorld, Wilmott, etc.) to be great "real world" resources where intelligent commenatators actually provide pragmatic ideas and advice.
Thus this post...