Reverse Hedging

Modified on Wed, 13 May at 12:31 PM

Definition

Reverse Hedging refers to a trading practice where a trader opens opposing positions on the same or correlated instruments across different accounts controlled by themselves or with other users.


What is Considered Reverse Hedging

This includes:

  • Opening buy and sell positions simultaneously on the same asset on different accounts
  • Opening opposing positions on correlated instruments on different accounts


Was this article helpful?

That’s Great!

Thank you for your feedback

Sorry! We couldn't be helpful

Thank you for your feedback

Let us know how can we improve this article!

Select at least one of the reasons
CAPTCHA verification is required.

Feedback sent

We appreciate your effort and will try to fix the article