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Crypto

Systematic Alpha Cryptocurrency Arbitrage Master Fund, Ltd.

Investment Overview

Strategy Description

Systematic Alpha Cryptocurrency Arbitrage Master Fund, Ltd. (SACAF) aims to deliver consistent pure alpha returns by trading arbitrage opportunities in major cryptocurrencies, such as Bitcoin and Ethereum, on most liquid cryptocurrency exchanges. SACAF targets a ROR of 20%, with no down months, and a Sharpe Ratio of 5. Minimum investment - $250,000, no lockup, 0% Management Fee/30% Performance Fee, Onshore/Offshore.
Investment Highlights

Investment Category

Crypto

Investment Strategy

Arbitrage

Investment Structure

Master-Feeder

Objective

Our Performance Goal
Uncorrelated Returns, Absolute Returns, 15-20%+ Annual Returns, Sharpe Ratio > 3, Low Volatility

Investment Opportunity

What We Believe
Major digital assets are traded concurrently on various cryptocurrency exchanges, which gives us a unique opportunity to trade pure arbitrage.

Return Driver - Alpha

Our Edge
Experience, Finding Mispricings, Differentiated Thinking, Trading System Design, Electronic Execution
Implementation of Strategy
Tactical Approach

Market Sector Exposure

Cryptocurrency Market, Cryptocurrency Arbitrage, Bitcoin

Instruments Traded

Cryptocurrencies, Bitcoin

Geographical Exposure

Global

Average Timeframe

1-3

Average Leverage Utilized (%)

200%

Risk Management

Position Limits, Electronic Execution, Hedging, Proprietary Risk System
Investment Structure

Legal Structure

Master - Feeder

Domicile

British Virgin Islands

Fund Minimum Investment

$250K

Managed Account Minimum

$10MM

Strategy AUM

$8MM

Firm AUM

$27MM

Incentive Fee (%)

30%
Service Providers

Administrator

NAV Consulting, Inc.

Auditor

RSM Cayman Ltd.

Legal

Riveles Wahab LLP

Prime Broker

BEQUANT

Custodian/Bank

Deltec Asset Management

ALL ALPHAMAVEN CONTENT IS FOR INFORMATIONAL PURPOSES ONLY. CONTENT POSTED BY MEMBERS DOES NOT NECESSARILY REFLECT THE OPINION OR BELIEFS OF ALPHAMAVEN AND HAS NOT ALWAYS BEEN INDEPENDENTLY VERIFIED BY ALPHAMAVEN. PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS. THIS IS NOT A SOLICITATION FOR INVESTMENT. THE MATERIAL PROVIDED HEREIN IS FOR INFORMATIONAL PURPOSES ONLY. IT DOES NOT CONSTITUTE AN OFFER TO SELL OR A SOLICITATION OF AN OFFER TO BUY ANY INTERESTS OF ANY FUND OR ANY OTHER SECURITIES. ANY SUCH OFFERINGS CAN BE MADE ONLY IN ACCORDANCE WITH THE TERMS AND CONDITIONS SET FORTH IN THE INVESTMENT'S PRIVATE PLACEMENT MEMORANDUM. PRIOR TO INVESTING, INVESTORS ARE STRONGLY URGED TO REVIEW CAREFULLY THE PRIVATE PLACEMENT MEMORANDUM (INCLUDING THE RISK FACTORS DESCRIBED THEREIN), THE LIMITED PARTNERSHIP AGREEMENT AND THE SUBSCRIPTION DOCUMENTS, TO ASK SUCH QUESTIONS OF THE INVESTMENT MANAGER AS THEY DEEM APPROPRIATE, AND TO DISCUSS ANY PROSPECTIVE INVESTMENT IN THE FUND WITH THEIR LEGAL AND TAX ADVISERS IN ORDER TO MAKE AN INDEPENDENT DETERMINATION OF THE SUITABILITY AND CONSEQUENCES OF AN INVESTMENT.
ALL ALPHAMAVEN CONTENT IS FOR INFORMATIONAL PURPOSES ONLY. CONTENT POSTED BY MEMBERS DOES NOT NECESSARILY REFLECT THE OPINION OR BELIEFS OF ALPHAMAVEN AND HAS NOT ALWAYS BEEN INDEPENDENTLY VERIFIED BY ALPHAMAVEN. PAST PERFORMANCE IS NOT INDICATIVE OF FUTURE RESULTS. THIS IS NOT A SOLICITATION FOR INVESTMENT. THE MATERIAL PROVIDED HEREIN IS FOR INFORMATIONAL PURPOSES ONLY. IT DOES NOT CONSTITUTE AN OFFER TO SELL OR A SOLICITATION OF AN OFFER TO BUY ANY INTERESTS OF ANY FUND OR ANY OTHER SECURITIES. ANY SUCH OFFERINGS CAN BE MADE ONLY IN ACCORDANCE WITH THE TERMS AND CONDITIONS SET FORTH IN THE INVESTMENT'S PRIVATE PLACEMENT MEMORANDUM. PRIOR TO INVESTING, INVESTORS ARE STRONGLY URGED TO REVIEW CAREFULLY THE PRIVATE PLACEMENT MEMORANDUM (INCLUDING THE RISK FACTORS DESCRIBED THEREIN), THE LIMITED PARTNERSHIP AGREEMENT AND THE SUBSCRIPTION DOCUMENTS, TO ASK SUCH QUESTIONS OF THE INVESTMENT MANAGER AS THEY DEEM APPROPRIATE, AND TO DISCUSS ANY PROSPECTIVE INVESTMENT IN THE FUND WITH THEIR LEGAL AND TAX ADVISERS IN ORDER TO MAKE AN INDEPENDENT DETERMINATION OF THE SUITABILITY AND CONSEQUENCES OF AN INVESTMENT.