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. 1–2% monthly premium. 1.5× long BTC accumulation target. Max DD ~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. Sharpe 4.55, Sortino 6.76, max DD −1.83%.
21.2%
Annualised
4.55
Sharpe
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Multi-Factor · Binance · OKX
Multi-Factor Delta-Neutral & CTA
80% funding arb + 20% CTA. 72.86% total return since July 2023. Sharpe 5.21.
72.86%
Total Return
5.21
Sharpe
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Stat Arb · Binance · OKX · Bybit
Statistical Arbitrage
20+ uncorrelated mid-frequency alphas across 3 exchanges. Low cross-venue correlation (~0.4).
150%
Target Ann.
20+
Alphas
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