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The dynamic hedging required for quantos is annoying. You’re pretty much required to run a trading bot to keep your position delta where you want it.
by jkhdigital 6y ago
The dynamic hedging required for quantos is annoying. You’re pretty much required to run a trading bot to keep your position delta where you want it.
- smabie 6y agoHah, yeah, quantos are constantly giving us trouble on bitmex. Getting the volatility right is a bitch. You a professional crypto trader? Hit me up if so, always looking to connect/network/etc.