Module 2 · Lesson 7 · 9 min

Beta-Neutral Sizing on a $100k Book

What you'll be able to do

  • Size both legs of a pair from a book, a pair weight and a log-price β, and turn the notionals into coin quantities.
  • Calculate gross exposure, net dollar exposure and the pair's net BTC exposure.
  • Work out the initial margin each leg needs on a perp venue.

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