A low risk strategy where the risk premium in the digital asset markets is captured by selling calls against underlying BTC/ETH holdings. The strategy aims to deliver 50% + p.a.
Artificial Intelligence is used to map the volatility surface in real time and identify peaks on the surface where the risk premium is the highest.
No leverage is employed and calls are maturity laddered for liquidity purposes.
A covered call strategy denominated in USD where an investment is made in USD and calls and puts are written against the underlying USD investment.
A hedge ratio is employed to identify trending direction in order to protect the investment in USD terms.
The strategy runs negative gamma with 2-3x leverage. It actively sells puts and calls where risk premium is highest on the volatility surface and can be directional in BTC/ETH positioning using a proprietary hedge ratio which identifies the current medium-term trend for BTC/ETH.
The strategy aims to deliver 100%+ p.a. with a Sharpe Ratio of 2+.
Actively trades against the BTC/ETH volatility surface, selling options where risk premium is higher and hedging where it is lower.
It arbitrages across products such as cash vs perpetuals and futures vs forwards.
It arbitrages against exchanges in the cash, volatility and futures markets, and it takes yield curve positions where there are anomalies identified by our AI engine.
The strategy aims to deliver 170%+ p.a. with a Sharpe Ratio of 3+.
