Alpha and Hedging  
  Hedging Strategies are overall not widely used by funds that implement actively managed investment strategies. However Hedging is nowadays probably the best way to generate alpha and over perform the reference index and the associated index mutual fund and index-based exchange-traded fund (ETF)



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Incorporated in the South of France in 2008, IT-LYSE is a Fintech which main objective is to study European Index markets and build efficient trading strategies. Originally involved in the design of Intraday Long and Short Trading systems, IT-LYSE has spécialized in Hedging Strategies. IT-LYSE solutions are designed for Porfolio Management companies that pratice active portfolio Management with the objective of over performing their Reference Index. The success of ETF and Index funds over the last few years makes the challenge more difficult if the Added Value of the Fund is only Stock Picking.

We are convinced that Alpha can nowadays better be achieved with the use of appropriate Hedging Strategies.


  Alpha and Stock Picking  
  Alpha generation at Actively Managed Mutually funds is Generally persued with Stock Picking. Is this the only (and best) way to generate Alpha ?