Delta High (DH)
“Enhanced productive ways are the justifications of our service to how your resources should be invested. ”
The System
Delta High system is a new breed of asset management and optimal asset allocator and valuation engine derived from the LR Megasystem and the LCG Global Financial Architecture conceptual framework with quantified risk measures jugulated using “delta high” operational matrix and formulas.
It deploys itself within eleven (11) clusters of funding including:
- Private wealth funds
- Pensions funds
- Mutual funds
- Insurance funds
- Real estate funds
- REITs (Real Estates Investment Trusts) funds
- Forex reserves funds
- Sovereign wealth funds
- Hedge funds
- Exchange traded funds
- Private equity funds
The system usage depends upon the type of account subscribed to and sometimes a certain number of resources and privileges are restricted according to factors and circumstances that are comprehensively outlined under the agreement of our services provision to you.
User access is granted to four (4) types of deployment spanning:
- Remit
- Utilities
- Resources
- Networking
Under each deployment stance, the system offers services, products, functionalities and interactions enabling the user to penetrate the global markets with scientific precision and make informed judgements in helping shape and form the decision-making exercises.
The users also has access to their own resources, tools and storage facilities enabling them to view their account, profile, associates, dealings, settings, messages, marketing, data and prospects.
The remit deployment provides features such as:
- Risk Economics
- Risk Econometrics
- ORPOL Risk Position
- Risk Calibrations
The utilities deployment provides access to utilities such as:
- Functions
- Report
- Requests
- De-risking mechanisms
- Forms related and purporting to specific financial exercises, offerings and undertakings, underwriting and trading
The resources deployment provides resources such as:
- Functional
- Information
- Analytical
- Offering
- Trading
- Prospective resources
The networking deployment provides you access to:
- 1-2-1 exchanges
- Peer-to-peer interactions
- Live forum
- Dissemination capabilities to market your undertakings
- Jugulating mechanisms to eliminate or lower your risk exposures and risk magnitudes that have been isolated and identified under the Lyscale Riskgrade nomenclature
The LCG Risk-Hedging module
The LCG Risk-Hedging module provides mechanism in which an investment position is intended to offset potential losses that may be incurred by a companion investment.
The Risk-hedge
A Risk -hedge can be constructed from many types of financial instruments, including stocks, ETFs, insurance, forward contracts, swaps, options, many types of over-the-counter and derivative products, and futures contracts.
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Public futures markets were established in the 19th century to allow transparent, standardized, and efficient hedging of agricultural commodity prices; they have since expanded to include futures contracts for hedging the values of energy, precious metals, foreign currency, and interest rate fluctuations.