No market action exposure
Interest-bearing assets: function as collateral and provide base yield to arbitrage money market rates.
Money markets: function as our tools to extract these inefficiencies.
Yield markets and derivatives: function as our tools to extract these inefficiencies.
Goal: arbitraging market inefficiencies between assets with no delta to the crypto market.
Expected APR: 8-12% annually
Low-exposure arbitrage & interest rate optimization
Strategy Summary
This strategy maintains minimal to zero exposure to price action, leveraging money markets and interest rate markets to generate stable returns. The core approach involves Each portfolio consists of both long and short positions of equal notional size, ensuring a fully hedged position that minimizes directional risk while consistently capturing yield from market activity.
Assets used
ETH
USDC
USDT
USR
rUSD
USDS
BOLD
USD0
USDe
Staked variants
