Hypotheses
ETH Deribit Short-Dated Variance Risk Premium Harvest — Delta-Hedged Short Strangle, IV-Rich Gated, Weekly Roll (Cross-Venue: DERIBIT options + BINANCE ETH perp hedge)
A market-NEUTRAL, options-selling strategy that harvests the persistent crypto Variance Risk Premium (VRP)... [delta-hedged short strangle, IV-rich gated, weekly roll]
Hypothesis
A market-NEUTRAL, options-selling strategy that harvests the persistent crypto Variance Risk Premium (VRP)... [delta-hedged short strangle, IV-rich gated, weekly roll]
Backtest and paper results are hypothetical. Trading involves risk of loss.