问题如下:
Which of the following is not the goal of volatility trading strategy?
选项:
A.To buy cheap volatility and sell more expensive volatility.
To net out the time decay associated with options portfolios.
To hedge the volatility change of the underlying assets.
解释:
C is correct.
The goal of volatility trading strategy is to buy cheap volatility and sell expensive volatility and to net out the time decay associated with options portfolios.
为什么特别提到TIME DECAY 啊,LONG & SHORT VOLATILITY之后没有保留其他风险啊?DELTA 什么的都是为什么不提啊?