Hi everybody !I just have a easy question.I have the values of a stocks each minute on a 3-month period.I suppose at the begining I'm delta neutral and I want to hegde each day (close to close).How can I calculate the price of the hedging strategy if only gamma and the mouvements of the stock are known ? (I don't calculate the hedging strategy with an option). My idea was : when S makes a 1% move then delta makes a gamma% move.Then to rehedge (if my gamma is egal to 0.2 for example so gamma long) I have to sell the excess of delta times the new price of the stock. Right ?Thanks for your help !Daoud