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Two gold bars rest on a pile of US dollar bills, symbolizing wealth and prosperity.
Analyse de marchéAnalyse de marché
Inflation Surge Crushes Gold & Silver Amidst Geopolitical Turbulence
Gold prices have plummeted, trading near $4,078.00, down 4.26%, and silver near $63.605, down 2.66%, following Wednesday's trading close. This decline is attributed to a higher-than-expected May inflation report, rising Treasury yields, and escalating US-Iran tensions, which have overshadowed demand for safe-haven assets. US consumer prices rose 0.5% in May and 4.2% year-on-year, with core…
12 minutes ago0Comments
A dynamic image showcasing Bitcoin, credit cards, and financial apps for investment enthusiasts.
Cryptos
Construction of a Conditional Hedge via MNQ Micro E-mini Nasdaq Short. Calibration on BTC Beta=0.45
This study details an advanced quantitative modeling of a conditional hedge for a crypto-exposed portfolio, employing Micro E-mini Nasdaq-100 (MNQ) futures contracts as the hedging instrument. The calibration is based on a dynamic conditional beta of BTC/Nasdaq at 0.45, estimated using a multivariate DCC-GARCH(1,1) model with Markov regime switching. Key Findings: ¤ Minimum Variance Hedge…
juin 6, 20260Comments
Detailed financial trading screen with colorful charts and data representing market fluctuations.
Cryptos
The construction of a conditional hedge for Bitcoin (BTC) against systemic risks from Commodity Trading Advisors (CTAs)
CTAs, large systematic trend-following funds, can trigger massive redemptions and forced selling during correlated drawdowns in tech indices like the Nasdaq-100. This poses a liquidity risk for crypto portfolios exposed to tech beta. The study models BTC's exposure to the Nasdaq-100 using a time-varying beta derived from DCC-GARCH, empirically calibrated at 0.45. This indicates that…
juin 5, 20260Comments
Analyse de marchéAnalyse de marché
Silver vs. Gold: When and Why Silver Often Takes the Lead
Silver, a unique hybrid asset (monetary, industrial, speculative, linked to energy transition), exhibits higher volatility than gold. Its price is influenced by monetary demand, industrial demand, physical supply, and real interest rates. The primary driver, monetary demand, is linked to real interest rates (nominal rates minus inflation). When real rates are negative, the opportunity…
juin 2, 20260Comments
Cryptos
Bitcoin’s Sell-Side Risk Ratio Hits Critical « Very Low Liquidity » Zone: A Precursor to Major Upside?
The Bitcoin Sell-side Risk Ratio (SRR) has reached a critical "Very Low Liquidity" level in May 2026, mirroring major market bottoms in 2018, 2020, and 2023. The SRR, calculated as realized absolute profit and loss divided by realized capitalization, indicates extreme sell-side exhaustion when below 0.001. Historically, such compressions have preceded significant price expansions:…
mai 28, 20260Comments