- Joined
- 18 February 2010
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Hi,
Does anyone here trade XJO options as well as US based products?
If so do you use a beta weighting of gamma to adjust the XJO into your portfolios overall gamma? I beta weight vega with time, but not sure with gamma. I want to make sure I am comparing apples with apples in regards to heging risk.
Cheers,
Matt
Does anyone here trade XJO options as well as US based products?
If so do you use a beta weighting of gamma to adjust the XJO into your portfolios overall gamma? I beta weight vega with time, but not sure with gamma. I want to make sure I am comparing apples with apples in regards to heging risk.
Cheers,
Matt
