J.L. Lord – Random Walk Trading Gamma Scalp Strategy
Gamma Scalping can help offset the negative effects caused by Time Decay or Vega collapse.
- There are many more factors that can influence this particular strategy’s profitability; however, this is a basic depiction of the power of gamma scalping.
- Large proprietary trading companies use gamma and reverse gamma-scaling as their core fulcrum while waiting for a return to the mean.
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