Hedging Index Futures?

W

wdscott

What is the formula for hedging index futures?


Let say I have 20 contracts of E-Mini Russell and I want to hedge with E-Mini SP contracts. How many contracts of ES are required?

I know I have to account for the different Beta and volatility levels between indices, just looking for a "fast and dirty" way to calculate intraday?


Thanks,
WD
 
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