Notice. For accredited investors verified under Regulation D 506(c). Informational only. Not an offer or solicitation. Any potential participation is subject to verification, KYC and AML, diligence, conflicts checks, and definitive documentation.
Crypto Asset Management
Strategy and Mandate
The mandate targets absolute return from liquid digital assets with explicit drawdown controls. Core exposure centers on large-cap tokens with deep spot and derivatives liquidity, complemented by market-neutral and basis-driven sleeves when spreads justify capital. Instruments include spot, perpetuals and dated futures for basis capture and beta calibration, and listed options for convex protection. Leverage, if applied, is conservative and collateralized on qualified venues with strict margin governance.
- Focus: large-cap liquidity corridors and exchange-cleared derivatives
- Return drivers: trend persistence, mean reversion, and cash-and-carry basis
- Risk budget: capped gross exposure, stop frameworks, and tail hedges
Portfolio Construction and Risk
Construction
- Position sizing from ex-ante downside volatility and venue liquidity tiers
- Factor and regime diagnostics across momentum, carry, and volatility term structure
- Entry and exit discipline tied to breadth, funding rates, and order book microstructure
- Collateral management with haircuts, circuit-breaker thresholds, and pre-funded margin
Risk Controls
- Venue concentration limits and counterparty scorecards with continuous monitoring
- Independent reconciliation of balances, PnL, and funding flows
- Stress tests for gap risk, liquidity droughts, and regime breaks
- Custody framework with multi-sig, policy controls, and withdrawal whitelists
Research, Execution, and Operations
- Signal research across momentum horizons, basis screens, and term structure dislocations
- Underwriting memos covering catalysts, funding dynamics, and downside maps
- Execution via smart-routing, slippage budgets, and post-trade analytics
- Operations with independent administration, audit, and legal counsel
Valuation references exchange prints and index composites with corporate action handling for forks and airdrops under predefined policies.
Process and Contact
- Access gated by NDA and verification under 506(c)
- Data room release of risk materials and policy frameworks upon approval
- Onboarding through subscription documents, KYC and AML, and funding confirms
Disclosures. Digital assets are highly volatile and may result in loss of capital. Derivatives involve leverage risk and funding costs. Basis trades and market-neutral sleeves can experience impairment during liquidity shocks. Forward-looking statements are not guarantees. No assurance is given that objectives will be achieved. Distribution is restricted to accredited investors verified under 506(c). Content may change without notice.
