B-HEDGE
SUSTAINABLE BIG TECH

choose the tech leaders of innovative world and be on edge

B-Hedge.png

8 top tech

COMPANIES

set-scoring-scheme.png

S&P500

AS MAIN HEDGE

rebalance.png

85/15

LONG/SHORT

growth.png

+60.4 %

CAGR 2020-2022

beta.png

2.20

BETA TO SPY

sharp.png

1.32

SHARPE RATIO

Overview

The portfolio of tech U.S. public companies hedged by wide market. This portfolio is result of series of tests with hedging of top tech stocks by the wide market indices. By implementing this strategy, we bring into life our ideas about the portfolio independence from the major market volatility and the world news agenda.

Contact us for details

arrow.png

We make it

  • This investment strategy is based on classical long/short hedging model with the balancing according to momentum approach.

  • The goal was to be succeeded in setting up the portfolio balance in such a way as to avoid the impact of the broad market downturn in early 2020.

  • For now we are training the deciding and balancing algorithms to control the numbers depending on volatility levels, but keeping the reasonable risk/reward ratio.

Analyzing Graphs

Portfolio backtest

chart-B.png

JAN 2020

DEC 2021

DEC 2020

JUN 2021

JUN 2020

B-HEDGE

SPY

200 %

150 %

100 %

50 %

0 %

44.61 %

standard deviation

91.96 %

r-squared to trend line

-19.43 %

max drawdown

+176.41 %

max return rate

Would to join us?

Thanks for submitting!

Remote Team Meeting