Hedging Dual-Currency (Quanto) Perpetual Contracts

·

Hedging dual-currency perpetual contracts presents unique challenges due to the correlated risk factors between two crypto assets. Below, we break down the process from first principles and provide a generalized formula.


Key Concepts and Assumptions

Assumptions:


Scenario 1: Short ETHUSD with Hedge

Position Calculation

  1. Short 100,000 ETHUSD Contracts:

    • XBT Value: $500 * 0.000001 XBT * -100,000 = -50 XBT
    • ETH Value: -50 XBT / (.BETH / .BXBT) = -1,000 ETH
  2. Hedge: Buy 1,000 ETH at spot price (matching .BETH index).

Outcomes

Case A: Negative Correlation

Case B: Positive Correlation

👉 Learn more about hedging strategies


Scenario 2: Long ETHUSD with Hedge

Position Calculation

  1. Long 100,000 ETHUSD Contracts:

    • XBT Value: $500 * 0.000001 XBT * 100,000 = 50 XBT
    • ETH Value: 50 XBT / (.BETH / .BXBT) = 1,000 ETH
  2. Hedge: Short 1,000 ETH at spot price.

Outcomes

Case A: Negative Correlation

Case B: Positive Correlation


Summary Table

PositionCorrelationOutcome
Short ETHUSDNegativeProfit
Short ETHUSDPositiveLoss
Long ETHUSDPositiveProfit
Long ETHUSDNegativeLoss

Investment Horizon

Covariance Considerations

👉 Explore advanced hedging techniques


FAQ

Q1: What is a Quanto perpetual contract?
A: A derivative where profits are settled in a currency different from the underlying asset (e.g., ETHUSD settled in XBT).

Q2: Why hedge dual-currency contracts?
A: To mitigate cross-currency risk when asset values are correlated.

Q3: How does correlation affect hedging?
A: Negative correlation benefits short positions; positive correlation benefits long positions.

Q4: What’s the role of .BETH and .BXBT indices?
A: They provide benchmark prices for calculating ETH/USD and XBT/USD values.

Q5: Can hedging eliminate all risk?
A: No—it manages but doesn’t eliminate covariance risk.

Q6: How often should I rebalance hedges?
A: Depends on volatility and investment horizon; frequent rebalancing suits active traders.