What is gamma trading？

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What is gamma trading？我指的是gamma trading， 不是gamma hedging

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关键词：Trading rading gamma DING What

This may help,


https://bbs.pinggu.org/thread-2324328-1-1.html

Chemist_MZ 发表于 2013-11-7 13:21
This may help,

论坛水平亟待提高，问一个稍微高端的问题就没人回答

xuruilong100 发表于 2013-11-8 14:51
论坛水平亟待提高，问一个稍微高端的问题就没人回答

嗯，大家共同努力。

Chemist_MZ 发表于 2013-11-8 20:34
嗯，大家共同努力。

Gamma trading really refers to the idea of gamma hedging over time and looking to profit from this versus the time decay in the options. So, a volatility trader might say, “I’m going to sell some options, trade the short gamma and look to collect the time decay”. What he means by this is that he thinks that his short gamma hedges are not going to cost him as much as he is going to make from collecting the time decay from being short options.

Gamma trading really refers to the idea of gamma hedging over time and looking to profit from this versus the time decay in the options. So, a volatility trader might say, “I’m going to sell some options, trade the short gamma and look to collect the time decay”. What he means by this is that he thinks that his short gamma hedges are not going to cost him as much as he is going to make from collecting the time decay from being short options.

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