One repeatable workflow.
Hedgtrade turns market structure, seasonality, and cycle analysis into decision-ready risk outputs — so teams can frame trades with consistency: regime → scenarios → boundaries → exposure drivers.
Benefits at a glance
The goal is simple: fewer ad-hoc decisions, clearer boundaries, and faster alignment across teams.
Better decisions
Timely, explainable context built for desks and investment committees.
Drawdown control
Stress outcomes + boundaries reduce reactive hedging and surprise moves.
Consistency
Repeatable framing across regimes — and across meetings.
Coverage
Multi-asset universe (indices, FX, commodities, ETFs, equities, more).
Delivery
Dashboards + email briefs by default, API when you need it.
Confidence
Quantified outputs reduce uncertainty and decision fatigue.
How it works
A clean sequence that keeps actions consistent — even when volatility expands.
Feature highlights
Collective sentiment & cycles
Cycle analysis + seasonalities + forward-looking metrics to frame risk-adjusted trends. Use models as inputs to a disciplined plan — not as standalone predictions.
- Cycle windows to reduce whipsaw
- Seasonality intervals + repeating cohort behavior
- Signal context for “what changed”
Platform highlights
- Multi-asset support across major asset types
- Short / mid / long horizon views
- Dashboards + email briefs for cadence
- API for workflows and automation
Machine learning integration
ML-driven models blend projections with signals and seasonality overlays — designed to stay explainable and operational in review meetings.
Example outputs
What teams actually use: clear visuals + governance-friendly exports.
Standardized one-pagers package: idea → drivers → boundaries → exposure impact → governance notes.
- Consistent framing across meetings
- Exportable for review and audit packs
- Easy to distribute (PDF/HTML/email)
See Hedgtrade on your universe
We’ll demonstrate the workflow end-to-end: regime snapshot → scenario map → risk boundaries → exposure attribution.