Delta Hedging made simple (sort of…)

  1. Noise (Volatility)
  2. Drift (Trend)
  1. Hedging as a function of time — as traders we are costumed to look at assets dynamic as a function of time (sometimes without even realizing that). Just think about the common way of measuring volatility…
  1. We will start by determining our volatility/drift thresholds:

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Global Volatility Trading. Python addict. Bloomberg Junkie. Amateur Boxer and boxing coach (RSB cert.)!No investment advice!

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Harel Jacobson

Harel Jacobson

Global Volatility Trading. Python addict. Bloomberg Junkie. Amateur Boxer and boxing coach (RSB cert.)!No investment advice!

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