Anything like this is not professional. The trades need to be synthetically hedged. Options do not do the trick, and if you hedge with options into every close, the hedge costs too much due to spread costs. It has to be synthetically hedged into the close with cash, or overinght with futures. Needless to say, the only program i synthetically hedged 100% yesterday was my volatility program - which is why there was no DD and we are up very slightly.
also rocket man could indeed do this if it occurs after hours, which it would probably do.
