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Monday, November 26, 2012

Interesting


A short gamma trading strategy involves being naked short options (often slightly-out-of-the-money short dated options) and collecting the premium

Short gamma traders can be profitable month after month after month and year after year after year – until they go broke. In this respect, a short gamma trader has the life cycle of a turkey.
Happy Thanksgiving

http://peterlbrandt.com/the-suprising-correlation-between-a-turkey-and-a-short-gamma-trader/

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