1. A computer processor implemented method of providing an optimal hedge portfolio comprising: receiving, at a computer processor, an optimal hedge portfolio creation request; identifying, by the computer processor, a relevant investing sector and investing style; receiving a requested level of transactional costs; deriving, by the computer processor, a selection of securities associated with the identified investing sector and investing style representing a maximum achievable effective n for the requested level of transactional costs; revising the selection of securities by removing securities having transaction costs that exceed a threshold; receiving an investment portfolio; determining, by the computer processor, a hedge ratio by comparing the investment portfolio to the revised selection of securities; and acquiring a hedge portfolio comprising the revised selection of securities according to amounts defined by the hedge ratio.