Ignacio Breijo (@breijoignacio) 's Twitter Profile
Ignacio Breijo

@breijoignacio

Index Option Trader

ID: 2609511207

calendar_today14-06-2014 19:31:53

247 Tweet

336 Followers

2,2K Following

Benn Eifert 🥷🏴‍☠️ (@bennpeifert) 's Twitter Profile Photo

Okay the people want managing short-dated options positions. This is generally a PITA because short-dated options have a very unstable risk profile: the Greeks change as they approach expiration and become extremely sensitive to spot and vol moves.

Ignacio Breijo (@breijoignacio) 's Twitter Profile Photo

Always be one or two steps ahead to capitalize on market opportunities. Being too far ahead leads to trades that will never materialize.

Ignacio Breijo (@breijoignacio) 's Twitter Profile Photo

How option desks run their books. Increasing the frequency of hedging significantly improves the stability of the P&L distribution, reducing the risk. More frequent hedging leads to a more predictable P&L outcome. youtube.com/watch?v=pKFD6J…

How option desks run their books.   

Increasing the frequency of hedging significantly improves the stability of the P&L distribution, reducing the risk.   

More frequent hedging leads to a more predictable P&L outcome.

youtube.com/watch?v=pKFD6J…