Local · notional and beta
Hedge
The hedge size is the absolute value of the notional times beta. A positive beta is a short hedge. A negative beta is a long hedge. This page does not read a portfolio and does not send an order.
About this desk
- What you use it for
- Type a portfolio notional and a beta from -10 to 10, not zero.
- What the numbers are
- The hedge size is the absolute value of notional times beta. A positive beta is a short hedge. A negative beta is a long hedge.
- What it leaves out
- Beta is the number you type, not a fitted beta. The page does not read holdings and does not send an order.
Every desk is introduced the same way on the desk list.