Strategy Catalog

2.4 OPTIONS

Protective Put

Protective Put

options hedging

2.5 OPTIONS

Protective Call

Protective Call

options hedging

2.53 OPTIONS

Collar

Collar

options hedging

5.5 PLUGIN

Bond Immunization

Strategy 5.5: Match portfolio duration to liability duration

fixed income hedging

7.3.1 PLUGIN

Hedging Short VXX

Strategy 7.3.1: Short VXX with VIX futures tail hedge

volatility hedging

10.1 PLUGIN

Hedging with Futures

Strategy 10.1: Basis convergence trade between spot and futures

futures hedging

10.1.1 PLUGIN

Cross-Hedging

Strategy 10.1.1: Cross-hedge basis divergence with correlated futures

futures hedging

10.1.2 PLUGIN

Interest Rate Hedging

Strategy 10.1.2: Duration-adjusted basis trade on interest-rate futures

futures hedging

14.1 PLUGIN

Inflation Hedging Swaps

Strategy 14.1: Buy/sell inflation swaps based on CPI trend acceleration vs breakeven inflation

miscellaneous hedging

14.3 PLUGIN

Weather Risk Hedging

Strategy 14.3: Trade weather futures based on degree-day forecasts vs futures pricing

miscellaneous hedging

16.5 PLUGIN

Inflation Hedging Real Estate

Strategy 16.5: Increase REIT allocation when inflation accelerates

real estate hedging

19.3 PLUGIN

Global Macro Inflation Hedge

Strategy 19.3: Commodity allocation based on HI-CI inflation spread

global macro hedging