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Adam3000's avatar

Hi Ben - Thanks for writing this article. I'm pondering the correlation between IV and BTC.D. If BTC.D, If BTC.D is a metric that shows the percentage of the total cryptocurrency market capitalization contributed by Bitcoin. There could be an inverse relationship between BTC.D and IV; as BTC.D increases, it may suggest a move towards a safer asset (BTC) and thus lower market IV. Conversely, a decreasing BTC.D might indicate a shift towards altcoins, which could increase IV due to the higher risk and volatility associated with these assets.

If this is a true, or we see strength with this correlation, in your historical analysis is there a time delay i.e. I'm trying to understand if there is a way to front run portfolio rotation, or portfolio rebalancing timing.

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