inventory

  1. gneyman
    Thread

    managing greeks inventory, index vol income strategies, PnL greeks attribution/decomposition

    Hello all, curious whether SPX/RUT/ES income traders out there are experiencing wild intraday PnL swings due to wide bid/offer spreads resulting...
    Thread by: gneyman, Jul 5, 2017, 0 replies, in forum: General Discussion
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