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Gamma scalping with quant analytics?

(Last Updated On: March 27, 2012)

Gamma scalping with quant analytics?

Hi all, I am looking for publicly available resources on the net ( for example academic papers ) about gamma scalping.
Can anyone help me ?


Exactly what type of gamma scalping are you referring? Option gamma utilizing vol trading, correlation pairs gamma, etc…. Send me a msg hopefully can help


Any type. Thank you

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