J.L. Lord – Gamma Scalp Strategy

Gamma Scalp Strategy

By J.L. Lord, Random Walk Trading.

*Digital Download*

Gamma scalping can offset the negative effects of Time Decay and Vega collapse.

There are many more factors that can influence this particular strategy’s profitability; however, this is a basic depiction of the power of gamma scalping.

Many large proprietary trading firms use gamma scalping (and reverse gamma scalping) as their core fulcrum to trade around while they wait for a regression back to the mean.

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