PI-X™
Designed to optimise hedging of shorter and longer term portfolios, providing Flags for start and end of high volatility market downside risk periods
PI-X™ is our volatility risk forecasting analytics providing advance warning of downside market risk. Based on the flagship ALDX PI™ analytics, PI-X™ incorporates directional volatility forecasting providing end users with complete portfolio hedging solutions. PI-X™ is especially relevant for protection against (major) downside market risk. Using put option trading strategies, it is possible to provide zero hedging cost portfolio protection.
Applications and use cases:
- Asset Managers: Protection of 'shorter term' and 'longer term' portfolios using (deep) out of the money put options or volatility futures
- Hedge Funds, CTAs: Option and volatility trading strategies
- Family offices: Capital preservation using longer dated options
Key Metrics:
- End of trading day insight Flags providing start and end of high volatility periods
- Coverage of both developed and emerging market volatility indices (VIX and VXEEM)
- Typically up to 15 Flag pairs per volatility index per year
- Zero cost portfolio hedging by trading longer dated deep out of the money put options
Delivery channels
Web Interface
Always connected, universal access.
Excel Add-In
Always connected, integrative.
Email Alerts
Reliable, time stamped, authenticated, digitally signed.
API's
Easy integration into any platform or any front end.
Figure 1: Example of PI-X portfolio hedging using put options
Get in touch with us
We are happy to have a 15 minutes exploratory call to discuss your actual requirements and explore the best way to augment your investment and trading strategy through our analytics.