| 摘要 |
An automated method, computer system and computer program product for performing automated hedging activities is disclosed. The method includes receiving an investment strategy definition that defines at least one scenario associated with an initial position that must be executed. The method further includes receiving market data and searching the market data for the at least one scenario. The method further includes matching market data with the at least one scenario of the investment strategy definition and, responsive to matching the market data, executing the initial position associated with the at least one scenario. The method further includes matching market data with the at least one scenario of a first level hedging action and, responsive to matching the market data with the at least one scenario, executing the first level hedging action, thereby initiating a first level hedging position that hedges the initial position. |
