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A Quantitative Analysis On Bitmex Perpetual Inverse Futures Xbtusd Contract, Yue Wu
A Quantitative Analysis On Bitmex Perpetual Inverse Futures Xbtusd Contract, Yue Wu
Undergraduate Economic Review
The perpetual inverse futures contract is a recent and most popularly traded cryptocurrency derivative over crypto derivatives exchanges. Exchanges implement a liquidation mechanism that terminates positions which no longer satisfy maintenance requirements. In this study, we use regression, stochastic calculus, and simulation methods to provide a quantitative description of the wealth/return process for holding an XBTUSD contract on BitMEX, examine the funding rate and index price properties, and relate liquidation to leverage as a stopping time problem. The results will help investors understand liquidation to optimize their trading strategy and researchers in studying the design of crypto derivatives.
Gambling With Debt: The English Premier League, Edward Robinson
Gambling With Debt: The English Premier League, Edward Robinson
Undergraduate Economic Review
This paper aims to investigate the impact of debt on financial performance in the English Premier League from the 2000/01 season to the 2017/18 season. Panel model estimations concluded debt has a significant inverse relationship with financial performance. This relationship may potentially be stronger in larger clubs and could be present through human capital investment’s significant direct relationship with financial performance. This further emphasised usages of intangible assets as a player human capital investment indicator, rather than using wage costs like previous studies. Furthermore, filling a gap regarding how capital structures may be used to impact financial performance within’ football.