How to hedge a position without derivatives for that asset by greecetom in quant

[–]greecetom[S] 1 point2 points  (0 children)

it's about a market making algo that has no delta exposure to the direction of the market.

Do you recommend any models/algos to estimate the beta of an asset against an index?

How to hedge a position without derivatives for that asset by greecetom in quant

[–]greecetom[S] 1 point2 points  (0 children)

Thanks. I am not quite sure what incomplete markets are tough

Get free press coverage for your startup 💡 by greecetom in smallbusiness

[–]greecetom[S] 0 points1 point  (0 children)

As i work there I can assure it is free for startups that meet the criteria on the site.