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 ETH carry

+487.9%

Total Return

+52.1%

CAGR

4.62

Sharpe

−23.0%

Max DD

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Quanto Structure

Cross-asset vol arbitrage

Coming Soon

ImpliedVol Premia

Crypto vol risk premium

Coming Soon

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