Todos los libros

Profesional

Apps Acerca de Coach Iniciar sesión Empezar a leer

Quantitative Finance · Glosario

¿Qué es End-of-day hedging flow?

Definition 13.3 Strategies I: Equities and Futures · Capítulo 13 — Intraday Patterns

An end-of-day hedging flow is the trading that dealers and leveraged or inverse funds must do near the close to rebalance their exposure after the day’s move; when they are short gamma (Book 1, chapter 26), the hedge buys after rises and sells after falls, in the direction of the move.

Leer en el capítulo →