Wealth / Independent Asset Managers

Explainable signal overlays + client-ready reporting for advisory and discretionary teams.

Hedgtrade augments wealth workflows with a repeatable decision cadence: regime → scenarios → boundaries → attribution. Your CIO/Research team gets consistency, PMs get action levels, and RMs get client-friendly narratives — without changing your core stack.

House-view overlays Advisor-ready digests IC-style one-pagers Alerts & playbooks Audit-friendly exports
Operating boundary: decision-support & analytics only. No execution. No custody. No investment advice.
Built for

CIO, PM, RM & Compliance

  • CIO / Research: house views with explainability fields (why + what changed).
  • PM / Desk: overlays, watchlists, alerts, and boundary-based sizing cues.
  • RMs / Advisors: client-friendly summaries and “next action” prompts.
  • Compliance: consistent templates, versionable exports, audit-ready packs.
Best fit: you want institutional-quality decision framing, but your output must be client-ready and compliant.
Common challenges
  • Research is strong, but delivery is inconsistent across RMs and regions.
  • “House views” aren’t operational: no boundaries, no triggers, no cadence.
  • Client communication drifts into narratives and headline risk.
  • Suitability / governance evidence is hard to assemble after the fact.
How Hedgtrade helps
  • Explainable overlays convert views into reusable templates and decision levels.
  • Scenario discipline clarifies baseline vs stress outcomes before action.
  • Advisor-ready reporting produces consistent digests for client communication.
  • Audit-friendly exports keep “what was decided and why” reviewable.

Outcomes

More consistent advice

Standard framing reduces variance across RMs, desks, and regions.

Fewer reactive moves

Boundaries and scenarios replace “headline-driven” decisions.

Cleaner governance trail

Repeatable artifacts make reviews and supervision easier.

How teams use Hedgtrade (wealth workflow)

The goal is not “more research.” It’s consistent delivery: CIO sets context, PMs act with boundaries, RMs communicate with client-ready outputs.

1House view

Regime + scenario map

Baseline vs stress outcomes, plus what must happen to change posture.

2PM overlay

Boundaries & sizing cues

Action levels, invalidation rules, and concentration checks.

3RM delivery

Client-ready digest

“What changed”, “what we’re doing”, and “what would change our view”.

4Review

Supervision & export

Export packs and decision notes for periodic review and audit trails.

What you can ship to clients and internal stakeholders

Advisor-ready
  • Client digest (daily/weekly) with “what changed” narrative
  • One-page brief (shareable) with drivers and scenarios
  • Watchlist notes and “next best action” prompts
Format: email, PDF, dashboard export.
Governance-ready
  • Committee-style one-pagers (internal review)
  • Risk/scenario pack exports (limits, stress, attribution)
  • Versionable artifacts for supervision / periodic review
Format: PDF packs + CSV/JSON exports.
Proof assets

IC-style one-pagers (sample PDFs)

These are useful for wealth teams too: consistent “why / what / boundaries” in one page supports both internal review and client comms.

XAU/USD (Gold)

Sample one-pager with drivers, scenarios, and decision structure.

NAS100/USD (Nasdaq-100)

Sample one-pager for index workflows and house views.

FAQ

Can we use this without changing our stack?

Yes. Start with dashboards + email digests. Add API/webhooks only if you need deeper workflow integration.

Do you process personal data?

No — Hedgtrade focuses on market analytics and decision-support outputs (no custody, no execution, no advice).

Want to see it applied to your house views?

We’ll map your universe, produce a sample advisor digest + governance pack, and show the cadence end-to-end.

Disclaimer: Hedgtrade provides research, analytics, and decision-support tools. It does not execute trades on your behalf, does not provide custody, and does not provide investment advice. Investing involves risk.