Is there any quality resource to learn delta neutral trading strategy


Is there any quality resource available to learn delta neutral trading strategy. I know the basics but want to learn more on position adjustment, rolling, position size, money management. (for only delta neutral)


Delta Neutral by definition are strategies where the over all position delta adds up to zero. Some of the basic delta neutral strategies are explained here -

But I do get a sense you maybe aware of these strategies already. We intend to put up material on Delta Hedging very soon, which will cover most of the queries you’ve asked.

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It looks that long/short straddle strangle are delta neutral but this is quite risky in terms of volatility, so that if you bought straddle and after that if volatility declined then one may incur huge losses.

Yeah, Short only when volatility is high ( in other words, if the expectation is that volatility is going to decline in the near term), and long only when volatility is low…

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The below link contains all you need:

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