Financial data science research: Converting NYSE-listed BITO price into BTC price (BITO-BTC)
Motivation BITO is a futures-based product listed in NYSE that aims to produce returns that correspond to BTC. Desite the approval of spot BTC ETPs, BITO is currently the only product with option chains available and sufficient options trading volume.
https://open.substack.com/pub/antonioszeto2024/p/financial-data-science-research-converting?r=2x6oui&utm_campaign=post&utm_medium=web&showWelcomeOnShare=true