Options autohedging for Hegic LPs (Part 1):

1. Introduction to ways of hedging an option exposure:

1.1 “The Mirror Approach” — Basics and Pros&Cons for Hegic LPs hedging:

1.2 “The Aggregated Risk Factors Approach’’ — Basics and Pros&Cons for Hegic LPs hedging:

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GammaHamma

GammaHamma

Ex-derivs sell-side @ IB. Derivs enthusiast. Crypto learner.