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Quant版 - 有内幕消息,买market maker一个put,market maker怎么hedge这个风险?
相关主题
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what is the difference between buy-side and sell-side quant?delta hedge
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[合集] 面试问题请教请问heston model怎么hedge?
相关话题的讨论汇总
话题: maker话题: market话题: mm话题: 内幕消息话题: hedge
进入Quant版参与讨论
1 (共1页)
l*******z
发帖数: 108
1
?????????????????????
D********n
发帖数: 978
2
有内幕消息才买一个put, 你牛!!!

【在 l*******z 的大作中提到】
: ?????????????????????
EM
发帖数: 715
3
买10万个unhedged-put,让market maker去hedge,股价自然就下来了,你就赚大钱了

【在 l*******z 的大作中提到】
: ?????????????????????
j******3
发帖数: 18319
4
market maker sb le.

【在 l*******z 的大作中提到】
: ?????????????????????
p******i
发帖数: 1358
5
报告sec啊,这种情况你死定了

【在 l*******z 的大作中提到】
: ?????????????????????
c**********e
发帖数: 2007
6
There was a real story, told by a market maker.
A foreign company's stock is traded in US. There
was good news to be released. A board member of
the company bought call options from an option
market maker (MM). Unfortunately, right before the
MM entered a long position to hedge the risk, the
news was releases. The MM was in big loss.
SEC investigated the foreign board member. The foreign
country did not have a law against insider trading.
The foreign board member returned the profit to the MM.
He was not prosecuted.
D********n
发帖数: 978
7
要么用汉语,要么请注意英语语法。

【在 c**********e 的大作中提到】
: There was a real story, told by a market maker.
: A foreign company's stock is traded in US. There
: was good news to be released. A board member of
: the company bought call options from an option
: market maker (MM). Unfortunately, right before the
: MM entered a long position to hedge the risk, the
: news was releases. The MM was in big loss.
: SEC investigated the foreign board member. The foreign
: country did not have a law against insider trading.
: The foreign board member returned the profit to the MM.

l***m
发帖数: 920
8
这人老像是被踩了尾巴似的。
人家爱怎么说怎么说,上个论坛还要spell check?上英文论坛看看我也没看到哪个老
外抓语法错的。
您老人家倒是卖弄一段全无语法错,地道并且优雅的英文噻?搞不好你写段中国话都做
不到这些!

【在 D********n 的大作中提到】
: 要么用汉语,要么请注意英语语法。
P****d
发帖数: 369
9
Lian大牛最近如何?他们有内幕消息我们估计又要亏本了。
z****g
发帖数: 1978
10
ITM puts are strictly watched by market maker. Actually, market makers keep
eyes on any delta oriented trades. If it is real flow, market maker will
reduce the liquidity provided.
s******e
发帖数: 1751
11
MMs are not stupid.
if they see abnormal size of delta trade that they cannot digest, they will
act accordingly.

【在 c**********e 的大作中提到】
: There was a real story, told by a market maker.
: A foreign company's stock is traded in US. There
: was good news to be released. A board member of
: the company bought call options from an option
: market maker (MM). Unfortunately, right before the
: MM entered a long position to hedge the risk, the
: news was releases. The MM was in big loss.
: SEC investigated the foreign board member. The foreign
: country did not have a law against insider trading.
: The foreign board member returned the profit to the MM.

1 (共1页)
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相关主题
请问heston model怎么hedge?if you are market maker, and someone is selling in your market
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OFFER 请教Bank IT offer 选择
market maker of optionsQuestion about delta hedging
请教一下,面试如果问Market Microstructure theory会问什么问题请教一个hedging有关的问题
相关话题的讨论汇总
话题: maker话题: market话题: mm话题: 内幕消息话题: hedge