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Them outliers get cha everytime. rolling combos from month to another synthesian and disecting gamma being stradle resistant while maintaining a positve theta while the wingspreads will kill you unless its stretched out. never fence but reverse fences work at times resulting in a synthetic...

Them outliers get cha everytime. rolling combos from month to another synthesian and disecting gamma being stradle resistant while maintaining a positve theta while the wingspreads will kill you unless its stretched out. never fence but reverse fences work at times resulting in a synthetic...

I am using an off the shelf dispersion app and lmt-expo. I won't be discussing the notionals, hedge ratios or weightings... This will be a pure dispersion with all Dow components represented. The only non trivial variable will be the outlier trades.