Correlation (BTC vs ETH)
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Lookback (days)
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Last updated
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Select lookback:
Example sizing uses the notional shown below.
Return Stats
| Asset | Mean | Std | Min | Max |
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Min-Variance Hedge Ratios
Long target, short hedge. Weights are dollar-neutral (abs weights sum to 1).
| Target | Hedge | Hedge units per 1 target | Target weight | Hedge weight |
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Example Sizing
Using total absolute notional: $--
| Target | Hedge | Long $ | Short $ | Hedge units |
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