Delta hedging continuously adjusts a portfolio to eliminate directional risk
Image: Jashuah, CC BY-SA 3.0, via Wikimedia Commons
Delta hedging continuously adjusts a portfolio to eliminate directional risk
Anchoring effect
Anchoring bias skews sell decisions based on initial purchase price
Beta (finance)
Beta measures a stock's volatility relative to the market
Graham's net-net strategy is
Graham's net-net strategy: Buy stocks trading below net current asset value
Greeks (finance)
Greeks measure sensitivity of option prices to underlying parameters
Straddle
Straddle strategy profits from large price movements in either direction
dollar-cost averaging achieves
Dollar-cost averaging smooths out volatility by investing fixed amounts regularly
Educational content, not financial advice.
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