Pankaj Ji "Mathura Wale" ("असली Gamma वाले") (@pankaj_ji_mwale) 's Twitter Profile
Pankaj Ji "Mathura Wale" ("असली Gamma वाले")

@pankaj_ji_mwale

My book : Title : " the five secrets you must discover before
you die trading Straddle and Strangle in Index "

ID: 1667184689298251785

calendar_today09-06-2023 15:00:24

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Pankaj Ji "Mathura Wale" ("असली Gamma वाले") (@pankaj_ji_mwale) 's Twitter Profile Photo
Pankaj Ji "Mathura Wale" ("असली Gamma वाले")
@pankaj_ji_mwale

13 days ago

Alpha Leak : robust and economically meaningful negative relationship between the Nifty gamma exposure and the next day open. -monotonic decrease in returns as gamma exposure increases -(low-high) (Q) is approximately 1.21% in fwd returns, exploitable in trading/risk management

Alpha Leak : robust and economically meaningful negative relationship between the Nifty gamma exposure and the next day open. -monotonic decrease in returns as gamma exposure increases -(low-high) (Q) is approximately 1.21% in fwd returns, exploitable in trading/risk management