Arbitrage & Hedging
4 calculators in Arbitrage & Hedging: all free, bilingual and computed locally in your browser, with results shareable via links.
Hedging Ratio Calculator
Calculate how many futures contracts you need to hedge a spot position, given spot quantity and contract size (linear model).
Basis Calculator
Compute the basis (futures minus spot) and basis percentage for arbitrage and hedging analysis.
Spot + Futures Net Exposure Calculator
With a spot long and a futures short, compute the net directional exposure and hedge coverage.
Beta-Neutral Hedge Notional Calculator
From spot value, spot beta, hedge instrument beta and a target beta, compute the required hedge notional (optionally contracts).