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Use avg delta(initial/final) * dSpot, avg vega(initial/final) * dIV

https://forums.capitaldiscussions.com/threads/managing-greeks-inventory-index-vol-income-strategies-pnl-greeks-attribution-decomposition.1725/

Karen the Supertrader still alive and kicking?

Questions: 1. A delta-neutral option portfolio has a position gamma of +300. If call options have a (percentage) delta of 0.58 and gamma of 0.120, what trades will neutralize the delta and gamma of the portfolio? a. Long 1,500 put options and sell 950 shares b. Short 1,500 put options and...

http://www.youtube.com/watch?v=BquDGE9KxZQ http://www.youtube.com/watch?v=cXy9HoWX0es

Market taker (customer) aggressively initiates buys/sells at market by lifting the offer/hitting the bid, paying bid/ask spread in case of instantaneous trade reversal. Market maker (dealer) buys customer supply order flow by having his bids hit and sells customer demand order flow by having...

Anyone use ATM strategies (a la Ninja Trader or TradeMaven, etc) to catch the short squeeze rallies such as the one on 5/1/09? Target/stop loss scenarios programmed into hot keys, as there would be no time for mouse clicking during that surge.. Thx.

www.pairtrader.com, Bright affiliated

Jsmooth, that is the way I remember it being told to me..

perhaps a couple of clarifications are in order; The actual piece of paper on which the games are printed doesn't matter, it might as well be 2 separate tickets (so that extra information could be ignored, as one simply enters either Game 1 or Game 2, with the specific team indicated.)...

Fantasy football fans will like this one; Ticket with two games, Game 1 and Game 2. Game 1: teams A vs. B with 60/40 slant of team A being the favorite over team B (underdog) Game 2: teams C vs. D with 50/50 even split to win between C & D Standard rules, the winning bettors split...