So I’ve been tooling around with a beta-neutral covered call portfolio. Anecdotally, it seems like I’m constantly underhedged (I think my model may be overestimating option deltas). If you have 1s can I email you my risk management model and see if you have any thoughts?
move it along to the general discussion area…can’t you see that people are stressing out here?
of course (as long as you wont get in trouble at work).
nope, what’s ur email? PA, not work so no issues…
joeydvivre at yahoo dot com