Individual skill
hedging-strategy
Hedging strategy design (beta hedge / option protection / tail risk / cross-asset hedging), including hedge-ratio calculation and cost evaluation.
agent/src/skills/hedging-strategy/SKILL.md
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- backtesting Repository topic
- multi-agent Repository topic
- quantitative-finance Repository topic
- trading Repository topic
- ai-agent Repository topic
- algorithmic-trading Repository topic
- fintech Repository topic
- llm Repository topic
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- python Repository topic
- design Derived category
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# Hedging Strategy Design
## Overview
Design systematic hedging plans for existing positions, covering linear hedges (futures / ETFs) and nonlinear hedges (options). Output hedge ratios, cost estimates, and execution plans. Core principle: hedging does not eliminate risk; it exchanges unknown losses for known costs.
## Core Concepts
### 1. Beta Hedging (Futures / ETFs)
**Principle:** hedge portfolio systematic risk (beta) with index futures or ETFs while preserving single-stock alpha.
**Hedge ratio calculation:**
```python