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drudge
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Recent content by drudge
D
gamma scalping bias after daily settlement
This whole argument can be boiled down to a simple distinction: Triplelogstar is referring to scalping gamma, Maxima is talking about hedging gamma. NOT THE SAME THING. ONE INVOLVES REALISING GAMMA, THE OTHER INVOLVES REDUCING IT. END OF.
drudge
Post #22
Jun 3, 2011
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