delta hedge同好 - 財經

By Sierra Rose
at 2012-04-27T11:31
at 2012-04-27T11:31
Table of Contents
一直Delta Neutral 就算有顧Gamma (用Spread鎖住Speed)
結果還是去年3月 8月 或是之前金融風暴之類的被抬出去
現在草都不知道漲多高了......
從以前以來就有很多 鍵盤交易員 跑去證券期自說
他是在trade vol或是delta neutral風險低
然後幾乎每個都是被抬出去的.......
因為實務上會知道做賣方
絕對不能每天都delta neutral......
一月總統大選那是特殊Case 全市場就算不是做Delta Neutral的人
那時候選舉前三天也是在Short Vol....空近買遠
瘋狂發生時 Short Vol當然爽 但是你策略要怎麼做才是重點
還有沒瘋狂的時間 你要怎麼辦 領乾薪嗎
--
依行政院衛生署 男女平均身高差12公分左右
所以 男女差12公分為最恰當比例
如果妳有150 就只能要求162
--
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