DELTA NEUTRAL OPTION
A market-neutral strategy designed to exploit inefficiencies in the digital market, generating returns from multiple arbitrage opportunities.
A new source
of revenue
Volatility risk premium from option trading
High Return
& Low Risk
All-weather stable performance with relatively high Sharpe Ratio and low Maximum Drawdown
Flexible Allocation
& Capital Protection
Provide USDT-M and Coin-M products for BTC and ETH, with principal protection.
HIGHLIGHTS
Volatility Trading:
Real-time monitoring of market implied volatility (IV), selling options when volatility is high, and buying or holding options until expiration when volatility is low, to earn volatility risk premium
Dynamic Delta Hedging:
Hedging the delta exposure of held options through high-frequency contract trading, controlling directional risk (delta) within a lower threshold level, thereby achieving a high degree of immunity of strategy returns to the rise and fall of the underlying asset price
HIGHLIGHTS
A new source of revenue
Volatility risk premium from option trading.
High Return
& Low Risk
All-weather stable performance with relatively high Sharpe Ratio and low Maximum Drawdown.
Flexible Allocation
& Capital Protection
Provide USDT-M and Coin-M products for BTC and ETH, with principal protection.
HIGHLIGHTS
A new source
of revenue
Volatility risk premium from
option trading.
High Return
& Low Risk
All-weather stable performance with relatively high Sharpe Ratio and low Maximum Drawdown.
Flexible Allocation
& Capital Protection
Provide USDT-M and Coin-M products for BTC and ETH, with principal protection.