Leverage machine learning to find single stock hedges that offset idiosyncratic risks unique to your portfolio
Own your hedging process and ensure performance with multiple years of backtesting
Easily conduct scenario analyses to find optimal hedge baskets that outperform shorting ETFs/indexes
Portfolio Managers and Risk Managers often outsource their hedging process
Building a sophisticated hedging function in-house is time and resource intensive
Finding similar stocks to hedge is complex, so asset managers resort to simple beta hedging
It is hard to offset non-intuitive risks and generate excess return using generic hedge baskets
Bespoke, data-driven hedges can help institutional investors avoid overexposure, protect against downside, reduce volatility and beta in their portfolios and generate higher portfolio returns than simple beta hedges. As the world continues to adapt to new technologies, AI capabilities will continue to be a differentiator for forward thinking asset managers.
In this joint webinar with S3 Partners, our CEO and Co-founder, Joshua Pantony and S3 Partner’s Managing Partner and Founder discussed how investment managers can seize on the power of data-driven AI and alternative data to control their portfolio risks.