MarginHedge

MarginHedge is a web app (with optional mobile companion) that monitors derivative portfolios and forecasts margin and liquidity risk under realistic stress scenarios. It connects to brokers/clearing reports (via file upload first, APIs later) and normalizes positions across futures, options, and swaps into a single risk view. Users can run “what-if” shocks (vol, rates, FX, basis moves), see projected variation/initial margin, and get actionable hedge suggestions (e.g., reduce gamma exposure, roll expiries, add cheap convexity) with clear trade-offs and costs. It’s an AI-assisted app: AI helps map messy statements, classify instruments, and draft hedge playbooks, but the math is transparent and auditable. The goal is not perfect pricing—it’s preventing ugly liquidity surprises that blow up otherwise sound strategies.