The development of effective investment products and solutions tailored to the goals of private and institutional clients is particularly relevant for investment and wealth managers. Investors are increasingly using derivative financial instruments to hedge the risks present in their investment portfolios. Christian Ohlms demonstrates how complex investment objectives, which require the integral inclusion of derivatives, derivative-based investment strategies, and temporal dynamics in investment portfolio optimization, can be achieved intertemporally. The focus is on the quantitative modeling and analytical-numerical solution of the mentioned investment problem. Using the example of a hedge fund's trend-following strategy, the author provides a step-by-step guide for implementing this theory in Mathematica.