Use case
Hedging triggers and drawdown control through regime shifts.
Define when to hedge, how stress scenarios change exposure, and what truly drives drawdowns — in a repeatable cadence.
Operating boundary: decision-support & analytics only.
No execution. No custody. No investment advice.
Timing
Earlier hedges
Triggers defined before stress hits.
Efficiency
Better targeting
Hedge true drivers, not headlines.
Governance
Repeatable cadence
Consistent pack & language.
Common challenges
- Hedging decisions happen late, under stress, without clear triggers.
- Volatility expands and correlations rise — exposures stack unexpectedly.
- Teams rely on narratives instead of boundary-based decision levels.
- Governance documentation is inconsistent across meetings.
How Hedgtrade helps
- Regime diagnostics identify risk posture and volatility transitions.
- Stress scenarios define actions before adverse moves.
- Risk boundaries formalize hedging triggers and invalidation.
- Attribution surfaces true drivers and exposure overlap.
Outcomes
Earlier hedges
Clear triggers reduce reactive decision-making.
More efficient hedges
Target true risk drivers, not headlines.
Improved governance
Consistent framing supports review and alignment.
See it on your universe
We’ll map your constraints and risk priorities, then demonstrate the regime → scenario → exposure workflow on representative assets.