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Certificate of Completion
THIS ACKNOWLEDGES THAT
HAS COMPLETED THE SPRING 2026 QUANT FINANCE BOOT CAMP
Yang Mo
Roman Holowinsky, PhD
MARCH 25, 2026
DIRECTOR
DATE

TEAM
Minimum-Variance Crypto Hedging
Yang Mo

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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