Systematic CTAs
Discover Robust Systematic CTA strategies to outperform Buy & Hold Bitcoin on a risk-adjusted basis e.g. better Sharpe or Calmar ratios.
Why Systematic CTAs ?
- Crypto market is 24/7 so a systematic strategy is necessary.
- Crypto market is booming due to halving & spot ETFs in 2024.
- All-weather performance: stable returns in both bull and bear markets
- Higher profitability than market-neutral strategies
How It Works
Proprietary Automated Execution System
Controlling slippage in 3bps for various coins and timeframes
Non-custodial, Separately Managed Accounts (SMAs)
Clients can self-custody their assets through a Managed Account, where assets are held in their own account.
*Only Whitelisted IPs & Coins
Risk Management
Assess risks of liquidity, counterparty, stablecoin and so on
100% Automated Trade Execution
Eliminating manual errors and emotional biases from trading decisions
Dollar-Cost Averaging Algorithm
To counter the potential drawdowns of CTA strategies when entered at the wrong moment, we offer an innovative dollar-cost averaging feature that mitigates market volatility and helps investors optimize their entry points.
Monitoring
We closely monitor strategy performance, track the rolling Sharpe ratio, and conduct stress tests to ensure returns align with the client's risk profile.
Highlights
- Strategy profits from trends, reverse and high volatility, Long or Short.
- The portfolio is rebalanced daily.
- Trading volume is around 30-40x of notional for 30 days.
- Strategy trades on Binance, OKX and Bybit.
- 1x Leverage