The Quant / Financial Engineering Podcast cover image

Gamma Capture

The Quant / Financial Engineering Podcast

00:00

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.

Transcript
Play full episode

The AI-powered Podcast Player

Save insights by tapping your headphones, chat with episodes, discover the best highlights - and more!
App store bannerPlay store banner
Get the app