Stat Arb · Binance · OKX · Bybit · Live Since Nov 2023

Statistical Arbitrage Strategy

20+ uncorrelated alphas, mid-frequency execution across three major exchanges.

150%
Target Ann. Return
20+
Uncorrelated Alphas
3
Exchanges
300–400%
Daily Turnover

Strategy Description

The Statistical Arbitrage Strategy deploys 20+ uncorrelated alphas derived from independent data sources across BTC, ETH and 30–40 liquid altcoin futures. Each exchange strategy is independently optimised per venue.

The mixed portfolio (Binance × 3, OKX × 2, Bybit × 1) delivers 12.49% average monthly return with IR 3.83. Cross-venue correlation ~0.4 provides powerful diversification.

  • Mid-frequency execution at 1-minute intervals
  • 300–400% daily turnover — tight risk per individual trade
  • AWS Cloud, fully automated, 24/7 continuous operation
  • Funds managed via investor-owned API accounts — full custody retained
  • Scalable to $30–50M+ AUM without strategy dilution
  • Live since November 2023 across Binance and OKX; Bybit from April 2025

Investment Terms

Minimum Investment1,000,000 USDT / USDC
Management Fee0%
Performance Fee50%
Lock-up Period6 Months
Withdrawal1 Month
ExchangesBinance, OKX, Bybit
Leverage1–2× flexible
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Mixed Portfolio Performance (3:2:1)
12.49%
Avg Monthly Return
3.83
Information Ratio
59.07%
Hit Ratio
~0.4
Cross-Venue Correlation
DISCLAIMER: For professional investors only. Past performance is not indicative of future results. Crypto assets involve significant risk including total loss of capital. All figures net of fees unless stated.
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