The QuackX - option volatility premium high frequency quantitative strategy seeks to achieve extra risk premium income by trading options, and control risk by high-frequency dynamic risk hedging. Using contracts and futures to solve the transaction liquidity problems caused by partial exposure control.
The Arb - portfolio arbitrage strategy seeks to achieve extra risk premium income by trading options, and control risk by high-frequency dynamic risk hedging. Using contracts and futures to solve the transaction liquidity problems caused by partial exposure control.
Avoid subjective and irrational decision-making
Stable strategic returns, avoiding tail risks
Low correlation between excess returns and market prices
Superior trading liquidity
Running Since
The main trading targets are ETH and BTC options
After establishing positions, one can wait for delivery to profit.
Mathlab has 5 years of experience in quantitative trading in the cryptocurrency derivatives market. Leveraging the trading expertise of the Mathlab team in the options and contracts market, coupled with the high complexity of the strategy's trading, reduces the likelihood of similar products emerging in the market, creating a high barrier to entry.