Algorithmic Solutions
Smart Hedge
Profit from Every
Price Movement
Smart Hedge
Whenever the markets are turbulent and volatility gets extremely high, it can be very hard for retail investors to hedge their positions with options due to liquidity shrinkage and spreads widening. We provide a hedging algorithm for undefined risk strategies such as strangles, straddles or naked short options.
Composite:
The perpetual futures as a liquid hedging position.
The order book depth analyzer – helps to check the best prices at which the full order can be fulfilled.
The Solution is designed in Matlab algorithm that will track the rapid change in standard deviation of underlying asset, order book liquidity and set the best entry and exit points for hedge.