Key Delta One Benefits
Portfolio hedging
Long and Long/Short portfolio hedging with the Delta One Optimizer. Optimize and iterate to create hedge solutions that aim for factor minimization, performance replication and more.
Single-stock hedging
Bespoke single-stock hedging leveraging the latest universe building and optimization techniques.
Thematics backtesting
Access the latest thematic content pieces and off-the-shelf baskets. Dynamically backtest signal-based thematic and factor baskets from scratch to express bespoke views through a user-driven custom product.
Key Delta One Capabilities
Factor optimization
Aim to minimise the factor volatility of your portfolio or target specific factors.
Replication
Create baskets that aim to minimise the tracking error to your portfolio or benchmark.
Universe builder
Create custom correlated fundamental hedging universes or upload your own; select optimal starting conditions and parameterize for quick solutions.
Available on the J.P. Morgan Markets Platform.
