Products

To best serve our clients’ needs and requirements, LibertyRoad offers six crypto investment strategies.

Covered Call for Treasuries (CCT)

 

Very Low-Risk strategy based on selling call options on Treasury bonds while holding the underlying asset. It minimises concentration risk and cap risk at a leverage of 1:1, while also allowing for partial cash positions.

Active Treasury Covered Call (CC) & Covered Put (CP)

Low-Risk strategy that combines Covered Call (CC) and Covered Put (CP) methods, for BTC volatility analysis. Allocation shifts based on market conditions, with risk carefully managed, capped at 1:1 leverage, and strict limits.

Covered Call (CC)

Low-risk strategy generating income for the investor through the premiums collected from selling the call option, while also providing downside protection in the event of a decline in the asset’s value.

Negative Gamma (NG)

Medium-risk program generating returns from the premiums received from selling the options, while also providing some protection against market volatility. It maximises the risk premium obtained by selling puts and calls at the peaks and troughs of the volatility surface.

Volatility Trading (VT)

High-risk yet high-profit strategy that offers significant potential for investors looking to capitalise on the volatility of the cryptocurrency market. It is based on selling options when the market is calm and buying them when the market is volatile.

Diversified Alpha (DA)

A blended strategy that optimises risk-adjusted returns and minimises drawdowns by opportunistically allocating into CC, NG and VT. It provides a significant reduction in volatility due to the negative correlation between CC and VT.

Earn, Accumulate, Invest, Diversify

Fact Sheets

Covered Call for Treasuries
CCT BTC
Active Treasury Covered Call & Covered Put
CC CP BTC
Covered Call
CC BTC
Negative Gamma
NG BTC
Volatility Trading
VT BTC
Diversified Alpha
DA BTC

Presentations & Investor Reports

Corporate Presentation
Statistical Analysis of Returns BTC
Statistical Analysis of Returns ETH