Bitcoin Hedge Strategy

SINCE 2018

Goal Long-term asset value growth exceeding the increase in Bitcoin’s valuation against the US dollar. Investment approach  Asset management is carried out using fully automated quantitative long/short algorithmic investment strategies. The potential to achieve targeted returns has been verified against all available historical data sets. The resilience of the investment approach used has been confirmed by walk-forward analysis with the application of the Monte Carlo method. The portfolio consists of the most liquid market instruments.
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Counterparties

  • Binance
  • BitMEX
  • OKX

The proportion of trade

  • Bitcoin - 35%
  • Ethereum - 25%
  • Ripple - 15%
  • Binance Coin - 10%
  • Liquid altcoins - 15%

Currency

  • BTC

100%

Liquidity

50%

Target annual net return

Fee

structure

Management fee: 2%. Performance fee: 30%. High water mark

Setup

structure

Separately managed accounts. API connection

Ruthless calculation

Trends have been a fundamental aspect of financial markets for centuries, and a vast academic literature has been devoted to their persistence and influence. Our trend-following strategies use advanced computer algorithms to accurately identify trends, allowing them to trade hundreds of different markets simultaneously, removing biases caused by human emotions.

20%

~ volatility

2 BTC

min investment amount

1+ year

optimal investment holding period

Daily

rebalancing

Proven reliability

Our systematic trend-following approach has proven itself for almost a decade, demonstrating its adaptability and reliability in a variety of market conditions. The strength of our strategy is due to its ability to profit from both uptrends and downtrends.

Strategy snapshot Compound annual net growth rate, net of all fees Average negative volatility Sharpe ratio Sortino ratio Calmar ratio Maximum drawdown β
Bitcoin hedge 49.09% -8.61% 1.06 5.19 3.44 -12.97% -0.03
Bitcoin 38.42% -31.04% 0.48 1.09 0.47 -73.01% 1

How to start invest with us

1

Fill in the required
contact information

2

A member of Quant Hill
team will be in touch

3

Complete the Qualified
Investors Form

4

We will provide you with
the relevant materials

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