Arbitrage Strategy
At JKL Group, arbitrage opportunities are captured by our basis spread mean reversion strategy. It takes advantage of trading opportunities across cryptocurrency cash and derivatives markets while capturing divergences between markets with sufficient liquidity.
+15% p.a.
bear market
+50% p.a.
bull market
Market neutral
arbitrage strategy
Live since
March 2021
Strategy
Strategy Objective
Aims to seek capital growth by identifying arbitrage opportunities available in cryptocurrency cash and derivatives market while maintaining low correlation to traditional and digital asset classes.
Approach and Execution
Our Arbitrage strategy takes long/short positions to capture divergences between markets with sufficient liquidity. Both signal generation and trade execution are 100% systematic.
CROSS-MARKET CAPABILITIES
We are expanding our cross-exchange capabilities to amplify the overall performance of JKL’s Arbitrage Strategy.
Proprietary
Automated
Trading System
100%
Systematic
Signal Generation and Execution
US $50M
AUM Deployed
0.07
Monthly Correlation with
BTC since launch