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SSRNDerivatives & Volatility

The Quest for Alpha in Equity Gamma

Opportunities & Risks: A paper examines relative value and opportunities in gamma trades in equity options markets.

Featured in No. 4 on 14 Jun 2023 · · 0 citations today

Released
15 Mar 2023
First featured
No. 4 · 14 Jun 2023
Citations (Semantic Scholar)
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Identifier
SSRN 4474815

Citations and venue from Semantic Scholar (ODC-BY), refreshed weekly. Summary: Quant Letter (CC BY 4.0).

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