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Since the trading gann volatility is not directly observable, it is difficult to model instantaneous volatility risk and implement hedging strategies which adjust hedging positions according to trading gann unobservable variable. I don't intend them for that or write them with that short term trading outlook.

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The same assumption that the discounted underlying asset price has a bounded mean-variance trade-off is sufficient for the existence of an explicit local risk minimizing strategy (see Schal, 1994). It will take some time for insiders to report their trades. 3 box is a nice one, near CNC trading gann.

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