Covered Rate Parity and Crypto

Patrick Zoro discusses the application of the Covered Rate Parity principle to the Cryptocurrency market via a novel research idea from Matthew Marine with guidance from Gaurav Singh. Matthew (https://www.linkedin.com/in/matt-marine) is a Lehigh MFE student graduating in 2022. Before attending Lehigh, he worked at Wedbush Securities where he managed the corporate Treasury and specialized in short-term fixed-income investments, bank sweep products, and capital raising. Matthew graduated from UCLA where he received an M.B.A with a focus in Finance. Gaurav (https://www.linkedin.com/in/singh-gamer-gaurav )works as a Quant Analyst at QuantInsti, India and has experience developing and deploying various algorithmic trading strategies. QuantInsti is an Algorithmic Trading Research and Training Institute, conducting professional programmes in the contemporary field of Algorithmic and Quantitative Trading.