Quantitative development
Gamma: The Hidden Enemy of Delta-Neutral Strategies in 0DTE Options
Exploring why gamma becomes particularly problematic in delta-neutral strategies for same-day expiration options, with practical insights for traders.
Tag
Delta neutral
2 articles tagged “Delta neutral” in this language.
Quantitative development
Beyond Directional Bets: Building Systematic Delta Neutral Strategies
Exploring mathematical frameworks for delta-neutral options strategies that exploit pricing inefficiencies through systematic quantitative modeling.