In this project I attempt to develop a quantitative portofolio hedging strategy based on multi - linear regression The portofolio is hedged using 10 International stock indices, the correlation of the portofolio's securities to the hedging instruments is found and the appropriate allocation of funds to implement the hedge is appropriately modelled.
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In this project I attempt to develop a quantitative portofolio hedging strategy based on multi - linear regression
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