![]() In this article, we’ll finally get our hands (and minds) dirty and talk about the calculations behind those charts. So put that Bloomberg Terminal away and get your power tools out! ?įirst of all – if you feel like refreshing your understanding of gamma and how it impacts the market, you can take a look at this non-technical post. We will calculate gamma exposure using simple tools that you can find around the house! “Oh Sergei, it sounds too good to be true! We’ll probably need an expensive Bloomberg Terminal for that! And some premium exchange options data… And a powerful quantum computer!” Calculate a Zero Gamma level (aka Flip Gamma).Construct a sleek-looking gamma profile chart ?.Create a simple spot gamma chart for your favourite stock index.Impress your boss, colleagues, friends, spouse, children, dog!īy the end of this post, you will be able to: Are you tired from constantly living in the dark, fully unaware of the current Gamma Exposure?Īre you frustrated from having to guess the Zero Gamma level ALL THE TIME?Īre you annoyed from not knowing what the f*ck all of this even means!?!Īnd today, I will show you how YOU can change YOUR life, once and forever!Īfter this 10-minute tutorial, you will be able to take full control of your gamma needs and live the life YOU want.
0 Comments
Leave a Reply. |
AuthorWrite something about yourself. No need to be fancy, just an overview. ArchivesCategories |