Positive Gamma

topic on 1 show · 1 statements across 1 episodes

Capital Allocators

1 statements about Positive Gamma, every show

CAPITAL ALLOCATORS Insight

Terrien: CTA strategies carry positive gamma and thrive in volatile markets

“That strategy as a positive gamma. That strategy thrives in more volatile markets.”

Mario Therrien Sep 9, 2021 ▶ 10:00 Leda Braga – Systematica Investments (Manager Meetings, EP.10)

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