MacroVoices #368 Charlie McElligott: Banking Crisis, FOMC, 0DTE, CTAs & more
Macro Voices
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What's the Deal With Gamma Shorting?
There's a regulatory arbitrage in these things where they're gone by the end of the day, right? So you don't need to post collateral with your prime broker. You can kind of do that and generate a credit to go buy, you know, an out of the money call. And that way you get some like free convexity,. But by and large, it's very clear cut.
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