How to use this tool
Check the units, enter your values, and run the tool. Results follow the assumptions and method below.
Calculation method
Minimum variance hedge ratio
correlation*spot/futuresOptimal Hedge Ratio Calculator
Correlation must be between -1 and 1. Use matching periods and price-change units.
Correlation must be between -1 and 1. Use matching periods and price-change units.
Result
Enter your values and run the tool to see your result.