很基础的期权策略组合，详情看期权期货以及其他衍生品，有非常详细的解释
In practice, it is most common to diagonalize the bull call spread. The double diagonal is a delta-neutral trade and makes its money through its positive theta, or time decay, similar to the double calendar spread. The double diagonal is also a positive Vega spread, but not nearly so ...
This was no coincidence, they claimed, having traced the origins of IAE back to French post-structuralism and the introduction of its slippery ideas and prose style into American art writing via October, the New York critical journal founded in 1976. Since then, IAE had spread across the world...
In the beginning, it shows strands of mysterious material which cosmologists call “dark matter” sprawling across the emptiness of space like branches of a cosmic tree. As millions of years pass by, the dark matter clumps and concentrates to form seeds for the first galaxies. Then emerges the...
That being said, we ran four novel experiments: (1) we ran von Neumann machines on 15 nodes spread throughout the underwater network, and compared them against semaphores running locally; (2) we measured database and instant messenger performance on our planetary-scale cluster; (3) we ran ...
回来自己答 Spread的Diagonalization - Delta, Gamma, Theta, Vega - 知乎专栏
Because a diagonal spread is a directional position, it is important for a trader to determine the overall market sentiment prior to building the spread. In the case of a bull market, one might decide on a bull call spread. A bull call spread is a directional spread with negative time ...
It wasn’t until after the war that television was slowly spread out across the country. Some parts of the Scottish islands did not receive a signal until deep into the 1960s, but the nation was hooked. Moran quotes revealing statistics from 1971 about the contemporary British way of life:...
The footnote, a landmark in the history of civilization, took centuries to invent and to spread. It has taken mere years nearly to destroy. A footnote used to say, “Here is how I know this and where I found it.” A footnote that’s a link says, “Here is what I used to know ...