A hedging strategy is designed to increase the likelihood of desired financial out-comes. Market speculators hedge investment positions if they are worth protecting against potential negative outcomes on the underlying investment. Such negative outcomes cannot be avoided altogether, but effective hedging can reduce impact severity. The investment strategy includes an index held by investors (long position) and uses a fractal dimension indicator to warn when liquidity or sentiment changes are imminent. When the named indicator breaches a certain threshold, a hedging position is taken. This sequence of events triggers the implementation of a hedging strategy by entering a buy put-option position. The daily cumulative returns on using the fractal dimension indicators were 83% more profitable on average when applied to each chosen index respectively.

中文翻译：

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探索由分形维数确定的对冲策略

对冲策略旨在增加预期财务结果的可能性。如果投资头寸值得防范潜在的潜在投资负面结果，市场投机者就会对冲投资头寸。这种负面结果无法完全避免，但有效的对冲可以降低影响的严重程度。投资策略包括投资者持有的指数（多头头寸），并使用分形维数指标在流动性或情绪即将发生变化时发出警告。当指定指标突破某个阈值时，就会采取对冲头寸。这一系列事件通过进入买入看跌期权头寸触发对冲策略的实施。当分别应用于每个选定的指数时，使用分形维度指标的每日累积回报平均高出 83%。