Chapter 05 · The VIX Trading Bible · v1.0
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Dealer Gamma & Hedging Flows
Dealer gamma regimes damp or amplify spot — the mechanical bridge from options books to equity prints.
Related concepts
Further reading
- VOL RESEARCHData Cleaning Part 3: Look-Ahead Bias and Survivorship Bias in BacktestingFor every backtest there are two default assumptions. First, the backtest engine knew only what was knowable at the moment of execution. Second, the engine saw every liquid stock t
- VOL RESEARCHTRADING DATA CLEANING Part 2: OHLCV Data Explained for BacktestingOHLCV data records each bar's open, high, low, close and volume, and its timestamp decides what your backtest can know.
- VOL RESEARCHWhat Is Data Cleaning in Trading?Data cleaning finds and fixes wrong, missing and mistimed price data before it reaches your backtest.
- VOL RESEARCHTrump’s Russia Sanctions Waiver and the Saudi Oil ShockYou don’t show weakness to a rival, and you certainly don’t win a war by being weak. That is precisely what Trump is doing right now.
- VOL RESEARCHIV Crush Explained: Why Options Lose Value After EarningsEarnings options price the move in advance, and that premium disappears the moment results are out.
- VOL RESEARCHHow to Roll Options: What 36 Years of S&P 500 Data ShowWhen the strike was hit, S&P 500 short puts recovered half the time and short calls one time in four.