Futures contracts to neutralize (or alter) equity beta (FRM T3-7)
[here is my XLS http://trtl.bz/2FWHJ4H] Dollar beta adds (or subtracts), so we neutralize beta by offsetting dollar beta which is portfolio value multiplied by portfolio beta; or, for the hedge, dollar beta is number of contracts multiplied by notional value per contract (assuming S&P index futures contract with beta ~ 1.0). Discuss this video here in our FRM forum: https://trtl.bz/2Jmx6JD.
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