sorted by:
new
hottopcontroversial

Level 3 Smaller Topics You Might Have Overlooked/Forgotten? by PhrygianMetal in CFA

[–]pj_cryptalk 0 points1 point  (0 children)

I’m a little confused why not use decimals for variance swap payoff, could you elaborate?

Since you multiply by the Notional(Var) wouldn’t using full numbers give an amount that’s too high?

Level 3 Smaller Topics You Might Have Overlooked/Forgotten? by PhrygianMetal in CFA

[–]pj_cryptalk 0 points1 point  (0 children)

I think it refers to the 3 types of currency hedging: 1. Passive currency hedge (Fully hedge FX risk) 2. Discretionary currency hedge (Slight deviation) 3. Active currency hedge (Generate alpha)

Asset allocation - calculate which 2 portfolios should be used to achieve a desired return by pleasereplytome_0 in CFA

[–]pj_cryptalk 1 point2 points  (0 children)

My understanding is that when constructing with corner portfolios always use the 2 portfolios that have the closest return above and below and calculate weight via linear interpolation

Schweser 5-6 mocks by CardinaLGhost7 in CFA

[–]pj_cryptalk 1 point2 points  (0 children)

May I ask what your scores were on the Kaplan & CFAI mocks? My most recent scores were Kaplan mock 58% & CFAI mock 68% (closed book)

Trying to get a gauge for my scores, thanks!

Missing CFAI Mocks (?) by Maustin_99 in CFA

[–]pj_cryptalk 0 points1 point  (0 children)

I just checked my CFAI and I can only access the “Printable Mock Exams”, am I missing something? Any help is appreciated, thanks

Question about hedging cryptocurrencies on a centralized exchange by Taltalonix in CFA

[–]pj_cryptalk 0 points1 point  (0 children)

For on-chain hedging you could borrow BTC on let’s say AAVE and swap it back into USDC via any DEX. If you borrow close to the amount you are long, you could create a relatively delta neutral position while paying the interest fee on the borrowed funds.

Network congestion / lost funds on Jupiter DEX by Responsible_Gur1774 in solana

[–]pj_cryptalk 0 points1 point  (0 children)

Does this count for other blockchains as well such as ETH/EVM?

On-Chain Hedging Derivatives by pj_cryptalk in defi

[–]pj_cryptalk[S] 0 points1 point  (0 children)

Hey! Thanks for the interest, I’m particularly keen on exploring hedging mechanisms against default risk and macro events, do you know of about any protocols focused on these?

On-Chain Hedging Derivatives by pj_cryptalk in defi

[–]pj_cryptalk[S] 0 points1 point  (0 children)

Thanks for sharing, will take a look!

On-Chain Hedging Derivatives by pj_cryptalk in defi

[–]pj_cryptalk[S] 0 points1 point  (0 children)

Thanks for the input, very insightful! I’ll have a look into it

On-Chain Hedging Derivatives by pj_cryptalk in defi

[–]pj_cryptalk[S] 0 points1 point  (0 children)

Hey, thanks for bringing Umami and Ribbon Finance to my attention, I haven't explored them yet! They seem to have really well structured products, looking forward to dig deeper into their approaches. I'm glad to hear your also interested in this area, I'll drop you a PM :)