Volatility Stalker
Volatility Stalker
- Joined
- 3/7/10
- Messages
- 12
- Points
- 11
I am an options trader in Taiwan and I set up delta neutral-long gamma-short vega position before Chinese New Year Break.
The long gamma part is primarily from long put.
Global stock market (if not all, but most) has already recovered from the loss of the 2008 meltdown and recently, I really hate the way that stock market rebound so quickly even during Egyptian crisis.
Anyone has idea of when will the next market crash happen and when will we see VOLATILITY surge again?
The long gamma part is primarily from long put.
Global stock market (if not all, but most) has already recovered from the loss of the 2008 meltdown and recently, I really hate the way that stock market rebound so quickly even during Egyptian crisis.
Anyone has idea of when will the next market crash happen and when will we see VOLATILITY surge again?