sebastienverreault

For risk diversification or other immediate benefits, multiple brokers/exchanges could be used at once

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...

The current hedging strategy calculates a naive hedge ratio or number of contracts to establish the short position in the derivatives instrument. It is based on simple rules, but +/-...