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.