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Strategies & Market Trends : MDA - Market Direction Analysis -- Ignore unavailable to you. Want to Upgrade?

To: Cynic 2005 who wrote (83400)9/19/2002 8:20:19 PM
From: bobby beara  Read Replies (1) | Respond to of 99985
 
During the height of the bubble (circa Jan 2000) P/C ratio was in the low .20s<<<

i don't think so - was that a one day reading (still i don't think so), the put/call moving averages used by most hit .5 or slightly below at the march and sept tops, from my recollection there were a few days of below .4 readings around the 3/10 top.

that's more than 2 calls for one put, there hasn't been a bear market like this since the put/call's have been followed or traded, there may well be a reading inverse that at the bottom.

but they are bearish as hell now, a short squeeze day draweth nigh -g-



To: Cynic 2005 who wrote (83400)9/20/2002 1:01:56 AM
From: Joseph Silent  Read Replies (1) | Respond to of 99985
 
Cynic .... I've seen the phrase

"delta-hedging" bandied about all over the place (possibly because hedge funds now seem to be in vogue).

I understand volatility and how the kink in the options pricing curve can help one make a profit while trading volatility, but I've never seen a good definition or explanation of "delta hedging".

Would you mind explaining what you have in mind when you refer to delta hedging?

tia,

/J


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