Investment Strategies

Data-driven quantitative investment approach through diversified strategy portfolios and strict risk control, achieving stable excess returns for investors in digital asset markets

Core Investment Strategies

We employ a multi-strategy investment approach, achieving investment objectives through systematic analysis and algorithmic execution

Strategy 01

Quantitative Arbitrage

Utilizing machine learning algorithms to identify price differences across exchanges and time periods, capturing arbitrage opportunities through high-frequency trading. Our system processes over 100,000 trading signals per second, with an average holding period of 15 minutes and annual returns of 18-25%.

Core Technologies
Statistical ArbitrageCross-Market ArbitrageTemporal Arbitrage
Strategy 02

Trend Following

Based on technical analysis and market sentiment indicators, identifying medium to long-term trends for momentum investing. Combined with on-chain data analysis and macroeconomic indicators, average holding period is 2-8 weeks, achieving 30-50% excess returns in bull markets.

Analysis Dimensions
Technical IndicatorsOn-Chain DataMarket Sentiment
Strategy 03

Mean Reversion

Identifying assets whose prices deviate from their long-term mean, buying when oversold and selling when overbought. Using statistical models to calculate fair value ranges, combined with volatility indicators to optimize entry and exit timing, suitable for sideways market environments with annual returns of 12-20%.

Core Indicators
Bollinger BandsRSIZ-Score
Strategy 04

Event Driven

Making investment decisions based on major events in blockchain projects (such as upgrades, mergers, regulatory policies). Using natural language processing technology to analyze news and social media sentiment, positioning early in potentially benefiting assets with single returns of 10-30%.

Event Types
Protocol UpgradesRegulatory PolicyInstitutional Adoption

Historical Performance

Stable investment returns achieved through rigorous quantitative strategies and risk control

32.8%
Annual Return
3-Year Average
1.24
Sharpe Ratio
Risk-Adjusted Return
8.7%
Max Drawdown
Historical Maximum Loss
89%
Win Rate
Profitable Trades

Annual Performance Review

2023
+28.5%
Benefited from DeFi Summer 2.0 and accelerated institutional adoption, quantitative arbitrage and trend following strategies performed excellently
2022
+15.2%
During significant market volatility, mean reversion strategies played a crucial role, effectively controlling downside risk
2021
+54.3%
Achieved excellent performance in the first year of establishment, multi-strategy portfolio fully captured upward opportunities in bull market