AI-powered
podcast player
Listen to all your favourite podcasts with AI-powered features
3min chapter
Gamma Capture
The Quant / Financial Engineering Podcast
Dynamic Hedging and Market Volatility
This chapter explores dynamic hedging strategies with long gamma positions and options, emphasizing delta exposure management through stock transactions. It presents practical insights on limit orders and their correlation with market volatility, revealing the potential for profit while mitigating risks based on Black-Scholes theory.
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