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Traders Magazine By Guido Baltussen, Robeco Asset Management  In the last week of February 2020, as coronavirus surged, the U.S. stock market crashed by more than 10%, signaling the beginning of the COVID-19 recession. Market volatility rose, with the CBOE Volatility Index surpassing 82, its highest end of day closing, on March 16, 2020. One major factor contributing to this increase in volatility was hedging by traders with short gamma positions. Gamma measures how much the price of a derivative accelerates when the underlying security price moves. Market makers in products with gamma exposure, such as options and leveraged ETFs, are commonly net short these products. As a result, they have to buy additional securities when prices are rising, and sell when prices are falling to help to ensure their positions are neutral even as the value of the underlying changes. Similar hedging activities have been carried out by other market participants, such as with dynamic hedging w

United statesGuido baltussenSten lammersMartin martensMorgan stanleyErasmus university rotterdamUniversity of notre dameGoldman sachsRobeco asset managementMarket intraday momentumNotre dameஒன்றுபட்டது மாநிலங்களில்மோர்கன் ஸ்டான்லிஈராஸ்மஸ் பல்கலைக்கழகம் ரோட்டர்டாம்பல்கலைக்கழகம் ஆஃப் நோட்ரே டேம்கோல்ட்மேன் சாக்ஸ்