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    Gamma scalping with negative transaction costs

    I dont think I am a gamma scalping expert, but I believe I understand what gamma hedging is. I am soliciting feedback from this community regarding more details/resources/things to think about regarding gamma scalping strategies, and potential considerations on rebates in that context as well.
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    Gamma scalping with negative transaction costs

    Here is a book for example with more detail: But I am curious about more details as well. Discussion on which options positions other than long a straddle are good for gamma scalping, how far out should options be purchased (and closed?), when to scalp vs let it run, gamma/theta ratios, and...
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    Gamma scalping with negative transaction costs

    It is not. It is a nice basic overview, but I believe that I understand the basics and am looking for more details.
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    Gamma scalping with negative transaction costs

    Do you have a couple resources you would recommend that would be related to the long gamma scalping that Ive outlined?
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    Gamma scalping with negative transaction costs

    How far out were you buying options for the strategy and what worked best there? Thoughts on 10-14 days out? Thoughts on 2-3 days out?
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    Gamma scalping with negative transaction costs

    Yes, this would be automated. And it would be gamma scalping against long options (buying a straddle ATM, say). Since Im long gamma, it seems to me that I can put a limit order in the books to hedge deltas, and since Im long gamma and hedging against the price movements, the bid/ask will come...
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    Gamma scalping with negative transaction costs

    One downside of gamma scalping is too many transaction costs eating pnl. In theory, if a trader gets a "rebate" for executing maker limit orders, and the gamma scalping is done with those limit orders, you could gamma scalp quite often and still be profitable. In fact, perhaps the more often...
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