Investigate multi or optimal hedge instrument

[sebastienverreault]

Multiple instruments could be used to hedge at the same time, based on exchange, market and liabilities "conditions". Ex. different expiry based on estimated "duration" of liabilities. More over given a universe of hedging instruments and the current conditions one optimal instrument could be selected dynamically versus a static predefined one (ex. perpetual swap). This type of investigation will require back testing and so might involve defining such a sub/side-project