J.L. Lord – Random Walk Trading Gamma Scalp Strategy

Gamma Scalping can help offset the negative effects caused by Time Decay or Vega collapse.

• There are many more factors that can influence this particular strategy’s profitability; however, this is a basic depiction of the power of gamma scalping.
• Large proprietary trading companies use gamma and reverse gamma-scaling as their core fulcrum while waiting for a return to the mean.