Crypto Arbitrage Strategy
Company: Tokenizer & SureFire Capital
Asset Type: Finance
Sharpe Ratio: 7.41
Tokenizer, in partnership with SureFire Capital, is pleased to offer a short term buffered note with a very solid yield and the protection of an equity buffer.
Overview
The Note consists of a Market Neutral portfolio traded by a highly experienced manager showing consistent performance with 100% positive months since inception and a Sharpe Ratio of 7.41
Watch the replay of Tokenizer's webinar with SureFire Capital's CEO Ariel Shlien discussing all things buffered notes! Link
Terms:
12% Fixed-Coupon paid quarterly
10% Equity Buffer
Proceeds are invested with a top manager utilizing 3 strategies in the cryptocurrency environment.
Basic Arbitrage: actively trade the futures curve across Bitcoin and Ethereum to capture basis spreads by leveraging proprietary tech platform and execution algorithms to optimize strategy parameters
Funding Rate Arbitrage: capture funding rates across liquid L1 and DeFi perpetual contracts by implementing trading bots to automate execution and position management with a short time horizon.
Defi Hedged Yield Farming: provide liquidity into AMM and lending pools and use futures to hedge out directional exposure.
Strategy Net Returns
Why is There a Market Opportunity?
Unusual inefficiencies and a nuanced, still-developing structure across cryptocurrency markets create “alpha” opportunities to profit with the ability to mitigate risk.
- Structural Market Inefficiencies: Traditional funds and institutions face high barriers to entry due to fragmented liquidity
across exchanges, counterparty management challenges, security, and custody
constraints, and regulatory issues. - Demand for Leverage:
Speculative retail capital generally outpaces institutional arbitrage flow, bidding up futures over spot and increasing yields across the ecosystem. - New Financial Primitives:
Decentralized Finance (DeFi), built from the ground up on the blockchain, creates new
types of yield opportunities for first movers and crypto-native investors.
Essentials
Team Leadership & Portfolio Manager
SureFire is an Alternative Investment Family Office that pursues trust-based relationships, among a private global community of 1,100 investors.
The underlying Portfolio Manager is highly experienced and institutional quality with decades of collective Wall Street trading and portfolio management experience at preeminent global asset management firms including Goldman Sachs, Morgan Stanley, and JP Morgan.
“We find outperforming Portfolio Managers and invest our own capital as well as offer co-investment opportunities that emphasize true alignment of commitment, participation costs, and structure.”
Ariel Shlien, M.S.M., is CEO of SureFire Capital.
Disclaimer
This is a test the waters page. Please register your interest via the button above and we will be in touch to provide any further clarity as necessary.
The above descriptions regarding the Portfolio Manager’s investment decision process, risk management and portfolio management practices, and volatility characteristics are derived solely from the Portfolio Manager, and although thought to be reliable, has not been independently verified and cannot be guaranteed. SureFire makes no representations or warranties as to the accuracy or completeness of such information. The pro forma performance results reflected in the table above represent the Portfolio Manager’s actual net performance, as reported by the Portfolio Manager. All the underlying performance and fee information has been provided by the Portfolio Manager, and although assumed to be reliable, has not been independently verified by SureFire and cannot be guaranteed. SureFire makes no representations or warranties as to the accuracy or completeness of such information. The actual rates of return for investors in this strategy may differ. Past performance is not a guarantee of future results. The performance results reflected on the tables are based on the assumptions noted for each chart and are net of: (i) fees and incentive allocations to the portfolio manager, and (ii) transaction costs and other expenses incurred by the portfolio manager. The leverage assumptions, if any, reflected on the tables above as well as accompanying tables can have a significant effect on performance results, and is not necessarily indicative of actual leverage used by the portfolio managers during those periods, and is subject to change. This Presentation, and the information set forth herein and in related disclosures, does not constitute an offer or solicitation to invest in this Strategy or any investment vehicle managed by SureFire. There are substantial risks to investing in the Strategy and all interested parties should carefully consider them prior to investing. Past performance is neither indicative nor a guarantee of future results. No assurance can be made that profits will be achieved or that substantial losses will not be incurred.
