- Oct 23, 2001
- 5,701
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Let's say I have a delta neutral gamma positive portfolio, regardless the underlying asset goes up or down, the value of the portfolio still goes up?
Can someone explain to me the rationale behind that?
Or can someone give me a consequence for maintaining a delta neutral gamma positive portfolio?
I am really noob in this topic.
Can someone explain to me the rationale behind that?
Or can someone give me a consequence for maintaining a delta neutral gamma positive portfolio?
I am really noob in this topic.