Hedging Strategies
Explore tools for optimizing hedge strategies, including minimum variance, tailing adjustments, and optimal contract calculations.
Optimal Futures & Tailing the Hedge
Compute the optimal number of futures contracts or adjust for tailing the hedge with optional asset and futures value parameters.
ExploreMinimum Variance Hedge Ratio
Calculate the minimum variance hedge ratio using standard deviations of spot and futures prices, and their correlation.
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