• OpenMetrics

A Mathematical Approach to Risk Hedging That Works

Updated: May 18


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