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Construction of a Conditional Hedge via MNQ Micro E-mini Nasdaq Short. Calibration on BTC Beta=0.45

By Turceac · Published June 6, 2026 · 1 min read · Source: Bitcoin Tag
Bitcoin
Construction of a Conditional Hedge via MNQ Micro E-mini Nasdaq Short. Calibration on BTC Beta=0.45

This study details an advanced quantitative modeling of a conditional hedge for a crypto-exposed portfolio, employing Micro E-mini…

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