Strategies

Quantitative strategies across crypto and traditional markets. Click a card or tab to explore the full methodology and backtest.

Crypto Strategies

Leveraged Basis

Delta-neutral carry on Derive

+59.5%

CAGR · ETH 3×

+85.3%

CAGR · BTC 6.5×

−3.9%

Max DD (ETH)

Feb 24–Aug 26

Real venue data

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ImpliedVol Premia

ETH vol premium, delta-hedged

+3.94%

Avg / Month

1.51

Sharpe

3.52

Calmar

−13.4pp

Max DD

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TradFI Strategies

ImpliedVol Premia TradFI

Short straddles + Renko futures hedge

2.55

Sharpe (equal-weight)

+1.30%

Avg / month

−3.8pp

Max Drawdown

5 sleeves

SPY·XLK·XLV·XLY·GC

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InsideSPX Momentum

SPX top-100 options momentum

+8.0%

Ann. Return (1×)

1.80

Sharpe (1×)

+26.5%

Ann. Return (4×)

1.50

Sharpe (4×)

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Long/Short IV Skew

Equity vol surface arb

Coming Soon

Tactical Plays

Event-driven vol trades

Coming Soon