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MNQ-MES Hedge Protection Calculator by ATALLA
MNQ-MES Hedge Protection Calculator - Summary
Purpose
This indicator provides real-time calculations for implementing a hedge strategy between MNQ (Micro E-mini Nasdaq-100) and MES (Micro E-mini S&P 500) futures contracts. It automatically determines the precise number of MES contracts needed to hedge a position in MNQ, based on current market prices and contract specifications.
Key Features
Real-time Hedge Ratio Calculation
Uses live market prices to calculate the optimal hedge ratio
Accounts for different point values ($2 for MNQ, $5 for MES)
Adjusts for beta differences between Nasdaq-100 and S&P 500
Flexible Position Management
Works for both long and short positions
Supports fractional contract amounts
Allows partial hedging (adjustable percentage)
User-Friendly Visual Interface
Clearly displays the exact number of MES contracts needed
Color-coded table showing position direction
Optional chart label with hedge summary
Practical Applications
Directional Risk Reduction: Maintain market exposure while reducing directional risk
Index Spread Trading: Capitalize on relative performance differences between indices
Portfolio Protection: Hedge existing positions in technology-heavy portfolios
Volatility Management: Reduce overall portfolio volatility while maintaining desired exposure
This indicator eliminates the complexity of manually calculating hedge ratios by providing instant, accurate, and visually clear instructions on how to implement an MNQ-MES hedge strategy based on current market conditions.
Purpose
This indicator provides real-time calculations for implementing a hedge strategy between MNQ (Micro E-mini Nasdaq-100) and MES (Micro E-mini S&P 500) futures contracts. It automatically determines the precise number of MES contracts needed to hedge a position in MNQ, based on current market prices and contract specifications.
Key Features
Real-time Hedge Ratio Calculation
Uses live market prices to calculate the optimal hedge ratio
Accounts for different point values ($2 for MNQ, $5 for MES)
Adjusts for beta differences between Nasdaq-100 and S&P 500
Flexible Position Management
Works for both long and short positions
Supports fractional contract amounts
Allows partial hedging (adjustable percentage)
User-Friendly Visual Interface
Clearly displays the exact number of MES contracts needed
Color-coded table showing position direction
Optional chart label with hedge summary
Practical Applications
Directional Risk Reduction: Maintain market exposure while reducing directional risk
Index Spread Trading: Capitalize on relative performance differences between indices
Portfolio Protection: Hedge existing positions in technology-heavy portfolios
Volatility Management: Reduce overall portfolio volatility while maintaining desired exposure
This indicator eliminates the complexity of manually calculating hedge ratios by providing instant, accurate, and visually clear instructions on how to implement an MNQ-MES hedge strategy based on current market conditions.
Skrip dilindungi
Skrip ini diterbitkan sebagai sumber tertutup. Akan tetapi, anda boleh menggunakannya dengan percuma dan tanpa had – ketahui lebih lanjut di sini.
Penafian
Maklumat dan penerbitan adalah tidak dimaksudkan untuk menjadi, dan tidak membentuk, nasihat untuk kewangan, pelaburan, perdagangan dan jenis-jenis lain atau cadangan yang dibekalkan atau disahkan oleh TradingView. Baca dengan lebih lanjut di Terma Penggunaan.
Skrip dilindungi
Skrip ini diterbitkan sebagai sumber tertutup. Akan tetapi, anda boleh menggunakannya dengan percuma dan tanpa had – ketahui lebih lanjut di sini.
Penafian
Maklumat dan penerbitan adalah tidak dimaksudkan untuk menjadi, dan tidak membentuk, nasihat untuk kewangan, pelaburan, perdagangan dan jenis-jenis lain atau cadangan yang dibekalkan atau disahkan oleh TradingView. Baca dengan lebih lanjut di Terma Penggunaan.