C-NEUTRAL
DIGITAL TRANSFORMATION

choose the new era economy and become a part of it

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Market

NEUTRAL

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Digitally

ORIENTED

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Pure

ARBITRAGE

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+37.2 %

CAGR 2020-2022

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1.05

BETA TO TREND

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1.38

SHARPE RATIO

Overview

The portfolio of market-making algorithms launched on the digitally aimed securities and derivatives and implementing pure arbitrage strategies with such liquidity. By running this portfolio, we bring into life our ideas about the sustainable growth of the markets, filling its with liquidity, and reducing volatility and risks.

Contact us for details

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We make it

  • This strategy started testing in the fall of 2019 than from the beginning of 2020 it was successfully launched in active mode.

  • Since inception the arbitrage algorithms has been regularly improved both in technical and infrastructural vision.

  • We succeeded to make the performance smooth and trendy, while setting the drawdowns as small as possible.

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Performance

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C-NEUTRAL

JAN 2020

JUN 2020

DEC 2020

JUN 2021

DEC 2021

100 %

75 %

50 %

25 %

0 %

26.98 %

standard deviation

98.50 %

r-squared to trend line

-1.42 %

max drawdown

+88.32 %

max return rate

Would to join us?

Thanks for submitting!

Remote Team Meeting