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gamma-scalping

Commodities Markets Old Articles Quantitative Finance Trade Ideas

Straddling on the oil

Not long ago, two major oil-producing countries (Russia and Saudi Arabia) reached an agreement, according to which the stake of output of those countries was capped at January-2016 levels. The move was very unexpected, since no one had bet that the deal would be reached, thus oil prices went through Read more…

By BSIC, 10 years13 March 2016 ago

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