Recent content by axpaxp

  1. A

    Is this excel spreadsheet I built on SPY ETF hedging vs. e-mini futures hedging correct?

    I'm trying to hedge a long-only equity portfolio that I've also levered through margin by either short selling the SPY ETF or selling e-mini futures contracts (looking at ESM0). I'm avoiding options as a hedging strategy for now because premiums are very expensive given where implied vol is...
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