The Report
The TiCap Hedge Report is an institutional market condition report. It is an actionable report utilized by long-only and long/short portfolio managers to identify times of market correction, volatility, and alpha generation.
Call TiCap Trade Desk
Members can call or chat one of our team members on the Trade Desk to discuss optimal hedges of your long exposure. Or trade the report signals for alpha generation.
Case Studies
Long/short portfolio managers adjust their exposures according to the bias of the report. Many of our active short term trading clients switched to delta negative in February of 2020. As a result locking up profits on their longs and loading into shorts.
Long-only portfolio managers put on hedges in both long VIX products and shorted levered index ETFs to retain their long holdings though the crash. The profits from their hedged more than compensated for losses in their long holdings. Hedges were taken off in mid-March 2020
Long Term Investors primarily use the report to identify times of loading up on their holdings at times of distress.
