双买Gamma Scalping策略经期货对冲和择时优化后,年化收益率提升,净值曲线更平稳,但仍存方向性风险与择时失效风险。 在追求高效投资回报的同时,市场对于新的交易策略总是持开放态度。双买Gamma Scalping策略,通过调整对冲工具至股指期货,优化了其原有的 ...
Please Note: Blog posts are not selected, edited or screened by Seeking Alpha editors. I recommend Market-Making Behavior in Futures Markets (Liu Williams Jorda 2001) to traders looking for an ...
In this article, we are going to explore what may sound like a foreign term to retail forex traders. I am referring to a typical activity option traders engage on known as gamma scalping or gamma ...
https://www.thehindubusinessline.com/portfolio/commodity-analysis/mastering-derivatives-permitted-lot-size-and-scalping-trades/article65689323.ece Copy If you trade ...