October 13, 2020
11:30 AM - 12:00 PM EDT
With sky high market uncertainty forcing practitioners to reexamine their risk management practices, Omega Point’s ‘Best Practices in Hedging’ webinar series is designed to help investment management organizations better equip themselves to meet today’s increasingly complex market challenges head-on.
In Part 2 of this webinar series, Omega Point Product Manager, Chris Martin, will be joined by special guest, Melissa Brown, CFA, Managing Director, Applied Research at Qontigo who will explore industry best practices in simulating and evaluating hedging strategies through the lens of Axioma Factor Risk Models.
Chris and Melissa will discuss quantitative evaluation techniques to help differentiate between viable hedge options using risk model based performance attribution and predicted risk analysis. Questions that will be addressed include:
- How much better is my custom basket relative to a naive hedge?
- How can expect my performance to change with my hedge on?
- Are there any assets to be wary of in my hedge basket?