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Strategies & Market Trends : Canadian Options

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To: Porter Davis who wrote (443)	5/20/1997 4:07:00 AM
From: hsg	of 1599

Porter, just curious... disclaimer, I have passed the COC but have no practiacal experience in the options mkt (aside from writing some covered calls)... but I was wondering, when you mentioned shorting the stock and going long premiums, are you buying calls to hedge upside movements, and if so do you actively use delta and gamma (theta, rho, ect) to derive a hedge ratio? you seem to be very conversant on the strategies used in the market, and I was wondering do you just input all data into a model (to generate the implied volatility) or use a more intuitive system? are the markets inefficient enough to allow for the design of synthetic securities to capture riskless arbitrage (after txn costs)? if you have time please respond, otherwise, I am continuing to gain insights from your other posts...

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