By Dmitriy Taubman, Gary Berg |
May 19, 2010
Continuously modifying the weights of an options portfolio — dynamic hedging — suffers from high transaction costs and the existence of price gaps. A better way to hedge may be with a static-replicating portfolio.
How low can corn go?
Major commodities experiencing big selling
How far can this break out higher in gold take us?
Euro/yen looks for support
A silver lining in precious metals?
Playing the range with binaries