Small & Mid-Size Funds

Institutional risk cadence — without building a full risk engineering team.

Hedgtrade standardizes the workflow a PM + risk function needs: regime context → scenarios → risk boundaries → attribution → action. You get decision-ready packs, consistent meeting structure, and repeatable “what-if” simulation — fast.

Daily/weekly risk pack VaR / ES + stress Limits + breach register Attribution + overlap What-if simulator
Operating boundary: decision-support & analytics only. No execution. No custody. No investment advice.
Built for

CIO / PM / Risk

  • PMs: clearer decision levels and scenario discipline (less whipsaw).
  • Risk: consistent VaR/ES, stress, limits, and attribution in one pack.
  • IC / governance: repeatable artifacts for documentation and review.
Best fit: one or a few PMs, lean ops, and a need for institutional-quality risk outputs with minimal overhead.
Common challenges
  • Risk is tracked, but it’s not meeting-ready (slow, inconsistent, manual).
  • Stress scenarios are discussed but not operationalized into triggers.
  • Attribution is ad-hoc — hard to separate signal from noise.
  • Correlation spikes turn “diversified” books into one bet.
How Hedgtrade helps
  • Pack standardization: same structure every day/week, less meeting friction.
  • Scenario boundaries: explicit decision levels and invalidation rules.
  • Attribution: top contributors, overlap, concentration flags.
  • Simulation: edit holdings and instantly see impact on risk metrics.

Outcomes

Faster risk decisions

A repeatable pack reduces debate and improves action speed.

Clearer boundaries

Triggers and invalidation replace “gut feel” under volatility.

Cleaner attribution

Know what’s driving risk and P&L — not just what moved.

How it fits a small fund cadence

Built for lean teams: consistent framing, decision levels, and documentation — without bespoke analyst effort.

1Daily

Regime + snapshot

Risk posture, volatility state, key exposures, red flags.

2Scenarios

Baseline vs stress

What changes outcomes, and where decisions flip.

3Boundaries

Limits + triggers

VaR/ES thresholds, stop zones, hedge triggers, breach hooks.

4What-if

Simulate changes

Adjust holdings, add/remove names, and export the impact.

What you receive

Risk & Scenario Pack
  • VaR / ES (multi-horizon) + stress library
  • Amplified historical shocks + worst days table
  • Limits view + breach register hooks
  • Attribution: top contributors, overlap, concentration
Format: dashboard + exportable PDF artifacts.
Decision Support
  • Scenario boundaries and decision levels
  • Regime framing and invalidation rules
  • What-if simulator outputs for sizing / hedging
  • Committee-ready weekly brief template
Format: meeting-ready summary + export pack.
Proof

See the artifact layer before you commit

Download the demo kit to see sample packs and dashboards, then we can run the pilot on your universe for decision-ready outputs.

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.