PI-X™ is our brand new volatility risk forecasting analytics providing advance warning of downside market risk. Based on the flagship ALDX PI™ analytics, PI-X™ incorporates directional volatility forecasting providing end users with complete portfolio hedging solutions. PI-X™ is especially relevant for protection against (major) downside market risk. Using put option trading strategies, it is possible to provide zero hedging cost portfolio protection.
Applications and use cases: