The **Delta Risk Adjuster** incorporates the aggregate delta risk of an

options portfolio directly into the theoretical value of each option and

future in the portfolio.

The**Delta Risk Adjuster** works in tandem with the** fastFutures Algo**

and**autohedger** to insure that the cheapest and most effective

instrument is used to reduce the overall riskiness of the portfolio.

The Algo uses a customized power function along with a few

user-defined parameters (e.g. target delta position, aggressiveness) to

constantly lean the theoretical values of an options and futures portfolio

to reduce delta risk.

*Algo is currently under construction*

options portfolio directly into the theoretical value of each option and

future in the portfolio.

The

and

instrument is used to reduce the overall riskiness of the portfolio.

The Algo uses a customized power function along with a few

user-defined parameters (e.g. target delta position, aggressiveness) to

constantly lean the theoretical values of an options and futures portfolio

to reduce delta risk.