Cross-asset risk monitoring when correlations shift.
When correlations rise, “diversified” portfolios can behave like a single trade. Hedgtrade makes overlap visible, stress-tests combined exposure, and turns the discussion into decision boundaries your team can act on.
- Risk is assessed asset-by-asset; overlap is missed until stress hits.
- Correlation spikes turn “diversified” books into one bet.
- Stress scenarios are discussed but not operationalized into triggers.
- Attribution is slow or inconsistent — meetings become narrative-driven.
- Correlation-aware diagnostics flag fragility early (overlap, clustering, co-movement).
- Stress scenarios surface combined outcomes (portfolio paths, not single-name shocks).
- Attribution highlights true drivers (contributors + hidden concentration).
- Brief templates standardize cross-asset review cadence across teams.
How the workflow runs (weekly cadence)
Identify “one-trade” behavior
Detect correlation clustering across your holdings and map what’s driving the co-movement (rates, USD, vol, risk-on/off).
Turn scenarios into triggers
Stress outcomes are tied to explicit decision points: levels/zones where sizing or hedging changes.
Decide with evidence
See the top contributors, overlap hotspots, and “what changed” since last review — then document actions.
Outcomes teams care about
Earlier fragility detection
Correlation shifts and overlap hotspots surface earlier — before stress reveals hidden concentration.
Faster attribution
Walk into meetings knowing what’s driving risk: contributors, overlap, and “what changed” week-over-week.
Cleaner hedging decisions
Hedge timing improves when boundaries are explicit and stress outcomes are tied to triggers, not opinions.
See it on your universe
We’ll map your holdings into the cross-asset workflow: correlation state → scenario outcomes → boundaries → attribution. You’ll get a clear view of overlap and the decision points that matter.