Completed
General Overview
Class Central Classrooms beta
YouTube videos curated by Class Central.
Classroom Contents
Trading and Hedging Bitcoin Volatility
Automatically move to the next video in the Classroom when playback concludes
- 1 Intro
- 2 Section 1
- 3 Section 3
- 4 General Overview
- 5 Sector Returns
- 6 Correlation of BTC Returns with Gold and US Equities
- 7 Main Players in the Crypto Ecosystem
- 8 Stable Coins
- 9 Tether and BitFinex
- 10 On-Chain Exchanges
- 11 Large on-Chain Flows
- 12 On-Chain Data
- 13 Physical Volatility and Price Discovery
- 14 Comparison of VWAP Bitcoin and Ether Rates
- 15 Comparison of Crypto Market Indices
- 16 Skew Student t Asymmetric Markov Switching GARCH
- 17 BitMEX Exchange
- 18 Alexander and Heck (2020)
- 19 Price Discovery Methodology
- 20 2. Options and Variance Swaps
- 21 Implied Volatility Indices
- 22 Variance Swap Rate Term Structure (Short End)
- 23 Bitcoin Variance Risk Premium per S1 Notional
- 24 Reverse Leverage Effect in Bubble Regime
- 25 Hedging with Perpetuals
- 26 Alexander, Deng and Jun (2020)
- 27 Margin Mechanism
- 28 Probability of BitMEX Margin Call
- 29 Margins and Liquidations
- 30 Sensitivity Analysis of Optimal Strategy
- 31 Data and Correlations
- 32 Estimation of Tail Parameters
- 33 Summary So Far
