Trading and Hedging Bitcoin Volatility
Explore a comprehensive virtual talk on trading and hedging Bitcoin volatility presented by Carol Alexander from the University of Sussex. Delve into the complexities of crypto asset markets, focusing on bitcoin and ether trading behavior in centralized exchanges. Examine empirical research on bitcoin implied volatility and variance risk premium, which led to the development of a live-streamed bitcoin implied volatility index. Investigate perpetual futures, a unique derivative product in unregulated crypto exchanges, and analyze the impact of margin constraints and default aversion on optimal hedging strategies for bitcoin spot price volatility. Gain insights into the crypto ecosystem, stable coins, on-chain exchanges, physical volatility, price discovery methodologies, and advanced topics such as Skew Student t Asymmetric Markov Switching GARCH models.