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

@breijoignacio

Index Option Trader

ID: 2609511207

calendar_today14-06-2014 19:31:53

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

6 months ago

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…