The multi-strategy quantitative strategy diversifies return sources by integrating complementary strategies such as volatility harvesting, trend following, and option arbitrage. Through dynamic rebalancing of strategy weights and real-time high-frequency risk hedging, it simultaneously enhances returns and reduces portfolio risk.
The 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.
Combining low-correlated strategies to smooth portfolio performance
Dynamic portfolio strategy weights optimization based on real-time market regimes
Stable strategic returns, avoiding tail risks
Fully automated options trading with dynamic hedging
Stable strategic returns, avoiding tail risks
Low correlation between excess returns and market prices
Tailor the performance of the strategy to your own risk appetite
Running Since