|
|
Delta neutral |
|
|
|
 Home Site Map Add Term Search About Us Contributors |
Delta neutralDescribes value of a portfolio not affected by changes in the value of the asset on which the options are written.Delta neutralA position where the sum of the deltas of the component legs adds up to 0.Similar MatchesHarrod neutralHarrod neutralA particular specification of technological change or technological difference that is labor augmenting. Tax neutralityTax neutralityCharacteristic that taxes do not interfere with the natural flow of capital toward its most productive use. Market NeutralMarket NeutralIn the context of hedge funds, a style of management that has long and short equity exposure with nearly exposure on average to fluctuations in the market. However, the on average qualification is important. The risk of the longs and the shorts could fluctuate through time leading to negative returns when the market falls sharply. NeutralNeutralDescribing an opinion that is neither bearish not bullish. Neutral option strategies are generally designed to perform best if there is little or no net change in the price of the underlying stock or index. See also Bearish and Bullish. Neutral stockNeutral stockA stock with a beta of 1.0. Further SuggestionsHicks-neutralRisk neutral Solow neutral Neutral period Neutral hedge Neutral |
|
|
|