FX AI Hedging
AAAccell in collaboration with German company LPA has developed a corporate hedging tool with four modular layers of machine learning. We offer the solution to banks and trading houses.
AAAccell has created a hedging application on the latest advances on Machine Learning.
We run massive amounts of data through four modules:
- Modelling and prediction of future currency exchange rate distribution for a pre-specified grid
- Derivation of the optimal HR for a set of generic clients
- Daily estimation of the optimal hedge ratio for a real client
- Ad-hoc estimation of the optimal hedge ratio for a real client
- Client Specific
- Machine Learning
- Hedging Policies
- Trading Houses
- FX Hedging Companies
- Currency Risk Reduction
- Optimal Hedge Ratio