Kalshi for Macro Hedges: Am I overthinking the correlation?
Been diving deeper into Kalshi contracts, and I'm seeing some interesting potential for hedging event risk that might hit my longer-term positions. For example, if I'm long some tech names and worried about a specific regulatory ruling that's up for a vote, a 'yes/no' contract seems like a pretty clean way to offset some downside.
My main question, though, is around how others think about the correlation between the Kalshi contract's payout and the actual impact on their portfolio. It's rarely a perfect 1:1, right? Are you aiming for a 'good enough' hedge, or trying to calculate a more precise delta? And how do you factor in the liquidity/spreads on Kalshi into that decision? Just trying to get a feel for how practical this is for more nuanced macro hedges.
Correlation is key. Are you thinking about direct correlation to your underlying, or more about broader market sentiment shifts if the event goes one way?