Minimum variance hedge (FRM T3-6)

[my xls is here http://trtl.bz/2FQxUnN] The minimum variance hedge is based on the slope of the regression line. If we use the number of contracts implied by the minimum variance hedge ratio, then we are minimizing the volatility of the net position (i.e., the portfolio that consists of the exposure plus the hedge). Discuss this video here in our forum: https://www.bionicturtle.com/forum/th....

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For other videos in our Financial Risk Manager (FRM) series, see one of the following playlists:

Texas Instruments BA II+ Calculator
https://www.youtube.com/playlist?list...

Risk Foundations (FRM Topic 1)
https://www.youtube.com/playlist?list...

Quantitative Analysis (FRM Topic 2)
https://www.youtube.com/playlist?list...

Financial Markets and Products: Intro to Derivatives (FRM Topic 3, Hull Ch 1-7)
https://www.youtube.com/playlist?list...

Financial Markets and Products: Option Trading Strategies (FRM Topic 3, Hull Ch 10-12)
https://www.youtube.com/playlist?list...

FM&P: Intro to Derivatives: Exotic options (FRM Topic 3)
https://www.youtube.com/playlist?list...

Valuation and RIsk Models (FRM Topic 4)
https://www.youtube.com/playlist?list...

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