forward-looking quant projections + risk & scenario intelligence

AI-driven Risk, Scenario & Quant Intelligence for Multi-Asset Portfolios.

Hedgtrade operationalizes decisions with a consistent structure: projections → regimes → scenarios → exposures → action. Forward-looking quant projections (cycles, structure/Elliott Wave, seasonality, momentum) form the input basis to your scenario and what-if engines — producing committee-ready outputs you can defend under scrutiny.

46+ quant models (multi-timeframe) Cycles + seasonality probability bands Structure / Elliott Wave + Fib scaffolding VaR / ES + limit monitoring Stress & scenario discipline Attribution & concentration
Book a 20-min call Get your 4-week pilot Download the Demo Pack
Operating boundary: decision-support & analytics only. No execution. No custody. No investment advice. Your team stays in control.
Daily Risk Pack
governance-ready outputs

A practical artifact layer for Risk Committee, CIO, and Investor Reporting.

  • Forward-looking Quant Models (multi-horizon)
  • VaR 95/99 + ES (multi-horizon)
  • Stress scenarios + historical amplified shocks
  • Limits & breaches + “what changed vs prior”
  • Attribution: top contributors, concentration, overlap
  • AI driven, with Trader GPT
  • Audit trail hooks: timestamps, portfolio fingerprint, sign-off ready
Regulatory alignment (MAS / SFC / DFSA and beyond):
Designed to support governance workflows commonly expected across major regulators — risk governance, stress testing, limit monitoring, documentation, and auditability.

Hedgtrade does not claim regulatory approval or certification. You remain responsible for your firm’s compliance obligations, policies, and controls.
MAS SFC DFSA FCA SEC UCITS

What you get in 60 seconds

Three modules. One decision workflow.

The projection layer generates forward paths. The risk pack turns them into governance artifacts. The what-if simulator lets you modify the book and instantly see risk impact — before acting.

Download sample pack →

Quant Projection Layer

cycles / structure / seasonality → forward paths
  • Multi-timeframe confluence (short / mid / long)
  • Cycle windows & seasonality probability bands
  • Structure / Elliott Wave + invalidation

Risk & Scenario Pack

VaR/ES, stress, limits, attribution → governance artifacts
  • Multi-horizon VaR 95/99 + ES
  • Stress scenarios + amplified historical shocks
  • Limits, breaches & attribution (contributors)

What-If Simulator

edit holdings → instant impact → export artifacts
  • Add/remove symbols, change units, test candidates
  • Instant VaR/ES, stress & concentration deltas
  • Export packs for committee / audit workflow

Forward-looking Quant Projections (the input layer)

Hedgtrade is not “just charts.” It continuously calculates and updates a forward-looking projection layer — then uses those projections to power scenario paths, risk boundaries, and what-if simulations.

What’s inside the projection layer

Models are computed across timeframes and combined into a confluence view — with explainable drivers and invalidation logic.

  • Cycles & seasonality cohorts (probability bands, timing windows)
  • Structure / Elliott Wave + Fibonacci scaffolding
  • Technicals (RSI, momentum, MAs, VWAP, MACD, BB, trend & convergence)
  • Regression / mean-reversion and volatility context
  • Liquidity & breadth overlays (where applicable)
  • Explainability: contributors, confidence, and what breaks the view
See the quant model catalog Platform overview

Coverage & delivery

Intelligence is delivered as dashboards, exports, and API — with alerts and narratives for daily decision cadence.

  • 2,600+ instruments (indices, FX, metals, equities/ETFs, commodities, crypto)
  • Real-time alerts + end-of-day summaries & narratives
  • Dashboards for PMs/traders + committee-friendly PDFs
  • API delivery for integration (risk, reporting, research workflows)
  • Exports for backtesting, audit review, and reporting
Key point: projections are not “outputs for show” — they are structured inputs that drive scenario design, what-if simulation, and defensible risk posture.

What makes Hedgtrade different

Most platforms show charts. Hedgtrade operationalizes decisions with a consistent structure: projections → regime → scenarios → exposures → action.

1) Regime first

Interpret signals differently in trend, chop, and volatility expansion — so risk posture stays coherent.

  • Short / mid / long horizon context
  • Volatility & correlation shifts
  • Risk-on / risk-off posture

2) Scenario discipline

Define baseline vs stress paths before changing risk.

  • Stress libraries + custom scenarios
  • Decision points + invalidation
  • “What breaks if…” framing

3) Exposure transparency

Know what drives outcomes — not just P&L.

  • Contributor attribution
  • Concentration & hidden overlap
  • Limits, breaches, escalation

What you get

Decision outputs (daily / weekly)

  • Daily Risk Pack (PDF + dashboard): VaR/ES, stress, limits, attribution
  • Weekly committee brief: same structure, consistent cadence
  • Alerts: breach / near-breach / regime change
  • Scenario history: what you assumed, when it changed, why
  • Projection context: what the quant layer implies for timing and risk boundaries

Risk simulation (what-if)

End users can modify holdings, add/remove symbols, adjust units, and immediately see how VaR/ES, stresses, and concentrations change — using the same projection layer that drives your scenario paths.

  • Position edits & new candidates
  • Scenario impact vs current book
  • Concentration & contributor shifts
  • Exportable artifacts for governance

Regulatory alignment matrix (indicative)

This matrix maps common governance expectations often seen across MAS (Singapore), SFC (Hong Kong), and DFSA (DIFC), plus broader regimes (FCA/SEC/UCITS), to concrete Hedgtrade outputs. Checkmarks indicate “commonly relevant topic area” — not approval or certification.

Control area What committees/regulators typically expect How Hedgtrade supports (artifacts) MAS SFC DFSA FCA SEC UCITS
Risk measurement
VaR / ES consistency
A defined methodology, horizon clarity, and repeatable reporting cadence. Multi-horizon VaR/ES, stable report format, daily/weekly packs.
Stress testing
Scenario discipline
Demonstrable stress framework (historical + hypothetical) and documented assumptions. Stress library + amplified shocks, scenario notes, exportable tables.
Limits & escalation
Breach handling
Pre-defined limits, breach register, escalation logic, and evidence of follow-up. Limit monitoring + breaches table, “what changed” commentary hooks, alerts.
Governance & review
Committee rhythm
A consistent review cadence and a record of decisions, exceptions, and rationale. Daily/weekly packs, sign-off hooks, consistent narrative structure.
Auditability
Evidence trail
Demonstrable documentation: when inputs changed, what assumptions were used, what was produced. Timestamped packs, portfolio fingerprinting, scenario/history exports (where enabled).
Exposure transparency
Explainability
Ability to explain what is driving risk and outcomes (concentration, contributors, overlap). Top contributors, concentration, overlap visibility, scenario impact comparisons.
Important: This is a practical mapping to common expectations, not legal advice. If you want, we can add a downloadable “Control Mapping PDF” per client engagement.

Who it’s for

family offices

Governance-friendly cadence and stress clarity across multi-asset exposures.

small funds

Institutional risk artifacts without building a full risk team.

CIO / IC offices

Consistent briefs, attribution, and “what changes the view” documentation.

pro traders & desks

Projection-led boundaries and exposure control — not just charts.

4-week pilot (proof before commitment)

Week 1

Baseline & objectives

Universe, constraints, risk posture, baseline snapshot.

Week 2

Scenarios & boundaries

Stress library, decision levels, invalidation criteria.

Week 3

Attribution & exceptions

Contributors, concentration, overlap, what to ignore.

Week 4

Committee-ready pack

Daily/weekly cadence + clear risk narrative and artifacts.

Start the 4-week pilot See how the workflow works

See Hedgtrade in your workflow

In a walkthrough, we map your universe, constraints, and risk priorities — then show the projection layer, Daily Risk Pack, scenario discipline, and exposure attribution on a structure that matches how your team actually decides.

Book a 20-min call Get the Demo Pack