Laser-focused on market-neutral and delta-neutral strategies in crypto markets
Marvel Capital is a quantitative digital asset manager established in 2021, focused on generating superior risk-adjusted returns. We employ statistical and mathematical models from traditional financial markets to create market-neutral trading strategies to produce uncorrelated returns.
We exploit intertemporal and geographic price differentials in the most established cryptocurrencies to generate returns regardless of the directional movement of the market itself. The team has taken the basic trading principles of equity arbitrage learned over years of experience and adapted them to the emerging cryptocurrency universe.
We engage in market-neutral strategies with no residual exposure. The strategies include trading spot listings across exchanges in order to benefit from price discrepancies, as well as monetizing price differentials by trading spot against dated futures and swaps. Trading is executed through fast and secure automated systems, driven by bespoke proprietary algorithmic software.
Volatility is good!
Over the past 10 years, digital assets have proven more volatile than any other major asset class, creating ideal conditions for systematic quantitative trading.
Marvel Capital strives to generate superior returns by providing delta-neutral exposure to cryptocurrency markets
Futures Basis arbitrage
Classic spot-futures arbitrage strategy that can generate steady returns with low risk, especially in highly volatile cryptocurrency market
Yield Curve arbitrage
Crypto is the most inefficient market on the planet right now, and additional alpha can be extracted through inefficient pricing of the yield curves across various crypto exchanges, through calendar spread trading algorithms
Funding rates arbitrage
It is perfectly normal to see huge funding rate abnormalities across digital asset exchanges, that can be captured through market neutral spot-derivative long-short strategies
Although digital asset markets are ideal for systematic quantitative trading, we are acutely aware of inherent systematic risks that crypto infrastructure is prone to. Marvel Capital operates on the following principles:
- Trade on secure, time-proven, carefully chosen major Tier-1 platforms
- Institutional (Corporate) accounts at all digital asset exchanges used by the firm. Institutional accounts feature more advanced security safeguards and are supported by a dedicated account manager
- Walled-garden principle: All platforms where we store digital assets have withdrawal whitelists enabled
- Before release, every strategy is scrupulously back-tested and stress-tested against historical data in various volatility scenarios
- Ongoing real-time risk monitoring at strategy level using our proprietary software solutions developed by the team