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Your certificate is now private

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Certificate of Completion

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THIS ACKNOWLEDGES THAT

HAS COMPLETED THE SPRING 2026 QUANT FINANCE BOOT CAMP

Yang Mo

Roman Holowinsky, PhD

MARCH 25, 2026

DIRECTOR

DATE

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TEAM

Minimum-Variance Crypto Hedging

Yang Mo

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This project studies minimum-variance hedging for Bitcoin using BTC futures. Using daily spot and futures data from 2021 to 2025, it compares naive, static, and rolling hedge strategies and finds that all three reduce volatility, with the static hedge performing best in this sample.

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github URL

©2017-2026 by The Erdős Institute.

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