Hedge financial assets with real-time insights from benchmark results

FX HEDGING

Recommendations in real-time with a scientific model

STATISTICAL
Optimization with machine learning   

BENCHMARK
Historical performance

STRESS TEST
FX hedging strategy with AI

Available on the Bloomberg Terminal 

APPS OPTIONX <GO>

Currency Options

Search more than 500 currency options to assist the clients in choosing the most viable and strategically relevant hedging structure. Understand the trade-offs between minimizing the costs, maximizing the potential upside gains and acquiring tail-risk protection.

Minute Strategy Creation

Increase efficiency by delivering real-time recommendations. Reduce analytical time previously spent on data-heavy processing work by consolidating relevant hedging information into a single application.

Take control of you hedging strategy with a systematic and fully automated approach to currency hedging

Employ a unique mathematical model that does not only rely upon implied volatility sample paths in volatility estimations.

Benefit from optimized hedging levels that draw from nearly 5 decades of volatility and interest rate data.

Gauge positive payoff paths in multiple time frames of the underlying currency risk exposure as depicted on the Best Payoff table.

Factsheet 

Quick overview

User Guide

Step-by-step instructions

Brexit analysis
Discovering hedging opportunities 

Insights to dataset including sector specific reports

Query metrics – such as PnL, maximum drawdowns, volatility, pre-defined unfavorable moves, cost of transaction – for every currency pair on our coverage list

How will OptionX give me a positive edge in hedging my currency exposure?

OptionX employs a proprietary computational model, which uses the holding periods of the underlying currency risk to measure the performance of a specified hedging strategy. This leaves the hedger with a clear answer to a key hedging question: Are the statistical bias and odds in favor of a profitable performance over the specified holding period of the hedging strategy or should an alternative approach, such as a forward outright, be undertaken.

Arm the treasurer with a full spectrum of hedging related risk and payoff information to use in formulating hedging solutions and communicating with the executive branches?

Gain a concise and clear picture of tail risk involved in your specific currency hedge

Reduce significantly time spent in making hedging decisions in various market conditions

Incorporate a more objective and systematic approach to currency hedging

Enhance risk monitoring and control procedures

Lower overall costs by improving pricing from the banking and brokering community

Uncover insights from millions of pre-populated benchmark results

What is so special about OptionX? 

The computation of the OptionX system delivers something, which currently does not exist in the market: the ability to measure an outcome, whereby the price of the relevant holding period as well as the probability and the size of the payoff are all taken into consideration in formulating the most optimum and beneficial hedging structures. This is done in a fast and easy-to-use software that gives access to 500+ currency pairs.

About OptionX

Headquarters:

OptionX ApS
Jægersborg Allé
2920 Charlottenlund
Denmark

Copenhagen  +45 25945050

Email: bloomberg@optionx.ai

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