Build a Custom Single-Stock Hedge

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Posted On
September 1, 2024

Step 1

  • Choose model(s), stock to hedge, and dates to run the simulation; Click ‘Add Experiment’ → ‘Smart trade,’

Step 2

  • Define the trade size and your universe to construct the hedge + add constraints such as market cap, ADV, squeeziness, and others.  

Step 3

  • Run Omega Point’s Optimizer; adjust concentration if needed, backtest, compare to hedge alternatives such as broad market / focused ETFs.

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