Hedging & Risk Management
As a System
Our hedging and risk management frameworks operate autonomously to immunize the portfolio against fat-tail events and structural market breaks. Utilizing advanced copula modeling and Extreme Value Theory (EVT), we project multi-asset joint dependencies under stress scenarios. We implement dynamic, delta-neutral hedging overlays to strictly enforce maximum drawdown limits while optimizing the cost-of-carry for protective options.
Key Competencies:
- Copula-based dependence modeling to identify true tail-risk correlations.
- Real-time VAR and Expected Shortfall limits using Extreme Value Theory (EVT).
- Automated, dynamic volatility overlays for targeted drawdown immunization.