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04

offset a concentrated holding

When one name dominates the portfolio, a partial short reduces idiosyncratic drawdown without forcing a sale.

what it protects

the largest single position

instrument

short on the concentrated asset's registered market

conditions
  • one asset exceeds 35% of priced portfolio value
collateral

20% initial margin, capped at 80% coverage by default

costs
  • opening fee
  • ongoing funding
  • opportunity cost if the name rallies
funding exposure

single-name funding tends to be more volatile than index funding

liquidation risk

a squeeze in the concentrated name is the primary liquidation scenario

basis risk

minimal, since the hedge references the same asset

worked calculation
connect a wallet for live values
concentration
HHI = Σ (assetValue ÷ total)²
hedge notional
top position value × min(protection %, 80%)

no live values yet — the calculation runs against real balances only.

hedgr paper venue · live

hedges execute at the hedgr paper venue: real prices, sizing, margin, fees, funding and pnl, settled by hedgr.