Riskarb's combo to fly conversion journal

My primary trade is in gamma and exotics, but since that thread is closed I was toying with the idea of starting a vega-trading journal. Let me know here or via PM if anyone is interested.
 
Quote from riskarb:

My primary trade is in gamma and exotics, but since that thread is closed I was toying with the idea of starting a vega-trading journal. Let me know here or via PM if anyone is interested.
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I'm interested:)
 
Yeah, looking into trading FLYs as well as Vega plays so let's open a new thread. I really do not want to do naked combos into FLYS since it takes too much work :)
 
Quote from optioncoach:

Yeah, looking into trading FLYs as well as Vega plays so let's open a new thread. I really do not want to do naked combos into FLYS since it takes too much work :)
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Geebus, what a sissy...
 
Quote from riskarb:

My primary trade is in gamma and exotics, but since that thread is closed I was toying with the idea of starting a vega-trading journal. Let me know here or via PM if anyone is interested.
More...

That's would be great ! Riskarb , can also explain a bit about gamma scalping when vols skew on diferent strakes is exists ?
 
Quote from IV_Trader:

That's would be great ! Riskarb , can also explain a bit about gamma scalping when vols skew on diferent strakes is exists ?
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Sure IV, I will cover that. OTM skewed strikes require a smaller gamma hedge than under a flat smile.
 
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