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Backtesting Gamma Scalping

Charles Cottle, author of  Options Trading – The Hidden Realityrecently published a strategy on gamma scalping / dynamic hedging. He discusses using stock to dynamically adjust a position back to delta neutral as the position’s delta hits thresholds.

We will show how easy it is to backtest “Gamma Scalping” using the OptionStack platform. And how to determine the optimal adjustments that maximizes your return.

Simply click the “Run Backtest” button below to automatically get started.

Run Backtest!

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