Systematic Alpha
Multi-strategy portfolio optimized for maximum Sharpe ratio, designed to perform across all market conditions.
Portfolio Construction
The portfolio combines multiple low-correlation strategies, optimized for maximum risk-adjusted returns. Individual strategies are capable of generating returns across most market conditions—while some, like momentum and trend following, naturally perform better in bull markets, others thrive during downturns or consolidation. Their combination ensures consistent performance independent of market direction.
Algorithmic Strategies
Systematic, quantitative strategies trading cryptocurrency markets. The portfolio includes momentum strategies exploiting price persistence, carry strategies capturing funding rate inefficiencies, and trend following strategies targeting significant market moves. Additional components analyze derivatives metrics and systematically evaluate project fundamentals including tokenomics. All strategies are fully systematic with daily rebalancing.
Capital Efficiency
Through leverage in active strategies, not all capital needs to remain on exchanges. Unused capital is allocated to DeFi yield strategies through liquidity provision on decentralized platforms, generating additional returns.
Traditional Assets
Systematically rebalanced portfolio of equities, gold, and bonds with defined target weights. Rebalancing occurs periodically to maintain optimal allocation while minimizing transaction costs.
Key Principles
Our approach is built on fundamental quantitative principles:
- Data-driven edge — we only trade when we have reason to believe we have an advantage. Every strategy is built on historical data analysis and identification of systematic inefficiencies
- Sharpe ratio optimization — targeting maximum risk-adjusted returns
- Low correlation — diversification across strategies reduces overall volatility
- Market neutrality — balanced long/short exposure on volatility-adjusted basis