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Strategies & Market Trends : CFZ E-Wiggle Workspace
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From: skinowski11/15/2024 10:41:44 AM
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My Greeks are rusty, and so is my math. I don’t understand this article in detail. Would be nice, though. It seems to be the algo which “regulates” the overall status of dynamic hedging - meaning, what the big option sellers are doing to hedge their outstanding position (buying or selling futures) - and what is the impact of those activities on index.

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