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Research paper on financial trading via options greeks. A full deep dive into options greeks, especially, gamma and IV (Implied volatility) Understanding Gamma in Options Trading The Mechanics of Gamma Scalping Practical Applications in High-Frequency Trading Algorithmic Hedging: Market Makin Risks and Challenges Despite its appeal, gamma scalping carries inherent risks: Execution Slippage: Rapid price changes may result in unfavorable trade execution. Liquidity Constraints: Scalping requires high liquidity; illiquid markets can lead to large bid-ask spreads. Volatility Regime Shifts: Sudden market events can render previous hedging strategies ineffective. Transaction Costs: Frequent trading incurs significant costs, which can erode profits.
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