• OpenMetrics

A Mathematical Approach to Risk Hedging That Works

Updated: Apr 22, 2019


Article in PULSE ONLINE (STOXX Digital)


Statistical analysis and probability theory have long focused on the problem of trying to detect turning points in financial markets.


In a recent study,2 OpenMetrics employed a BCP approach to determine change points for the STOXX®Europe 600 Index. The change points then became the basis for a dynamic hedge strategy that adjusts the equity exposure accordingly on a monthly basis.


You can read the full article under: STOXX PULSE ONLINE

OpenMetrics Solutions LLC

Dufourstrasse 47

8008 Zürich

contact@openmetrics.ch

www.openmetrics.ch

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