AI-powered
podcast player
Listen to all your favourite podcasts with AI-powered features
2min chapter
Gamma Capture
The Quant / Financial Engineering Podcast
Understanding Gamma Capture Volatility in Stochastic Mathematics
This chapter explores the financial concept of gamma capture volatility, focusing on average crossing times for limit orders in a stochastic setting. It highlights the impact of crossing barriers on execution times and presents a simplified calculation method connecting these ideas to variance and volatility in trading strategies.
00:00
Transcript
Episode notes
Get the Snipd
podcast app
Unlock the knowledge in podcasts with the podcast player of the future.
AI-powered
Discover
highlights
Listen to the best highlights from the podcasts you love and dive into the full episode
Save any
moment
Hear something you like? Tap your headphones to save it with AI-generated key takeaways
Share
& Export
Send highlights to Twitter, WhatsApp or export them to Notion, Readwise & more
AI-powered
podcast player
Listen to all your favourite podcasts with AI-powered features
Discover
highlights
Listen to the best highlights from the podcasts you love and dive into the full episode