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What hedge ratio would you assign to BTC portfolio in 1mm USD equivalents, assuming you can hedge it with a liquid options market AKA DB? Would you change it if
by arthurcolle 6y ago
What hedge ratio would you assign to BTC portfolio in 1mm USD equivalents, assuming you can hedge it with a liquid options market AKA DB? Would you change it if you move that to a total portfolio holding of 10mm, 100mm, 1bn, 10bn?