Investment Framework
Three engines with separate jobs and shared limits.
Strategy Reel
Short reel of research, execution, and review.
Execution Split
Each engine has a clear job
Yield trades carry and basis. Systematic runs rule-based long/short. Strategic handles catalyst events.
Control Layer
One risk rulebook for all engines
- 1 Engine mandates are separate and independently monitored
- 2 Portfolio-level controls can override engine-level signals
- 3 This page explains process, not live signals
Engine Brief
Public Engine Summary
Engine weights change with market regime and liquidity conditions.
Yield Engine
Captures carry and basis opportunities on approved venues with capped exposure.
- Approved venue list and concentration caps
- Depeg and liquidity stress checks
Automated Trading Engine
Runs multi-asset long/short models with predefined entries, exits, and hard risk limits.
- Rule-based execution with volatility and liquidity filters
- Hard stop and pause triggers when controls are breached
Strategic Investing Engine
Deploys staged positions around listings, unlocks, and catalyst events.
- Thesis and catalyst checklist before entry
- Predefined sizing and unwind rules
Deployment Rules
Engine Roles and Adjustment Triggers
| Engine | Core Role | Adjustment Condition |
|---|---|---|
| Yield | Carry and basis trading on approved venues | Weight changes by funding, volatility, and liquidity conditions |
| Automated Trading | Rule-based long/short automation across liquid assets | Reduced or paused when execution or control thresholds are breached |
| Strategic Investing | Event-driven positioning with staged entry and exit | Activated when catalyst criteria and control checks are satisfied |
Disclosure Boundary
Public vs Restricted Data
- P Public: engine mandates and risk controls.
- P Public: reporting format and publication schedule.
- C Restricted: model rules, thresholds, and timing logic.
- C Restricted: live positions, order routing, and venue settings.
Execution Controls
Non-Negotiable Controls
Capital LimitsHard caps by engine and portfolio
Liquidity ControlMinimum liquidity and concentration checks
EscalationAutomatic alerts and manual review
Breach ActionReduce risk or stop trading
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Disclosure Boundary
This strategy page is a summary. Signal rules and live positions stay private.