Public Opinion as an Option: Leveraging Prediction Markets to Hedge Exposure to Spot Crypto Volatility

By Prashanth Bhaskara, Aadit Jerfy

Published 2026-09-13

Everscope rating

1357.6

Relevance to quantitative trading

8 / 10

Implementation complexity

5 / 10

Reproducibility

3 / 5

About this paper

Methodology: Modified Black-Scholes Probability Estimation with Dynamic Signal-Based Hedging. Problem types: Risk Management, Portfolio Optimization, Hedging, Options Pricing, Signal Generation.

arXiv:2609.14267 · Paper rankings

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