J.L. Lord – Random Walk Trading Gamma Scalp Strategy

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.

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J.L. Lord – Random Walk Trading Gamma Scalp Strategy

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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J.L. Lord - Random Walk Trading Gamma Scalp Strategy

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