THOUGHTFUL INVESTMENT SOFTWARE

THOUGHTFUL INVESTMENT SOFTWARE

Hedging & Synthetics

The Hedging and Synthetics module extends portfolio management and asset allocation capabilities to funds that use futures and currency forwards.  Clients use these functions to achieve synthetic exposures, either for hedging purposes, mandate completion, or for taking outright risk. 
 
Functions include:
 
  • Futures and Currency Forwards: full support for these security types.
  • Expiry Manager: monitor which exposures are nearing expiry and generate orders that sell out of a held position and buy into a longer-dated position.
  • Cash Equitization: hedge income accruals to the benchmark of an index fund using equity futures.