Quote:
|
Originally Posted by lehayes
A buddy of mine is getting into Delta/Gamma interpretations. I feel for him because he hasn't even mastered the simple stuff, like oh, trading stock. He is constantly trying to bite off more than he can chew. Which usually leads him to spending more time chewing and less time digesting... poor guy.
Anyway, it is cool that you like to be challenged and Delta/Gamma will surely do that for you.
|
The principles of delta/gamma neautrality, or Greek measured risk neautrality in general, are quite simple and straight forward IF you have a good grasp on options already, or at least I think so.