Our Strategies

Four approaches.
One consistent edge.

Each strategy is independently developed and deployed — all market-neutral.

Strategy Live Since Key Return Sharpe Max DD Exchanges
BTC Options Yield202441.7% YTD—−5%DeribitView →
Volatility ArbitrageJul 202421.2% Ann.4.55−1.83%DeribitView →
Multi-Factor Delta-NeutralJul 202372.86% Total5.21−3.07%Binance, OKXView →
Statistical ArbitrageNov 2023150% Target3.8325% TargetBinance, OKX, BybitView →
BTC Options · Deribit
BTC Options Yield & Accumulation
Systematic options writing on Bitcoin. 1–2% monthly premium income. 1.5× long BTC accumulation target. Maximum drawdown ~5%.
41.7%
YTD
1–2%
Monthly Yield
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Volatility Arb · Deribit
Crypto Volatility Arbitrage
Delta-neutral exploitation of volatility regime mispricings on BTC & ETH options. Sharpe 4.55, Sortino 6.76, max drawdown −1.83%.
21.2%
Annualised
4.55
Sharpe
↗
Multi-Factor · Binance · OKX
Multi-Factor Delta-Neutral & CTA
80% funding arb + 20% CTA. The all-weather portfolio delivering 72.86% total return since July 2023. Sharpe 5.21.
72.86%
Total Return
5.21
Sharpe
↗
Stat Arb · Binance · OKX · Bybit
Statistical Arbitrage
20+ uncorrelated mid-frequency alphas across 3 exchanges. Low cross-venue correlation (~0.4) provides powerful portfolio-level diversification.
150%
Target Ann.
20+
Alphas
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Investment Terms
Minimum Investment1,000,000 USDT / USDC
Management Fee0%
Performance Fee50%
Lock-up Period3–6 Months (strategy dependent)
WithdrawalT+1 or 1 Month (strategy dependent)
CustodyInvestor-owned accounts (API)
Infrastructure & Security
  • AWS Cloud low-latency architecture — 24/7 automated operation
  • Positions calculated and executed within seconds of signal
  • Funds remain in investor-owned exchange accounts at all times
  • 2FA authentication and IP whitelisting on all API connections
  • Automated monitoring with real-time error detection and alerts