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A Quantitative Analysis Of The BTC Futures ETF

After hearing many of your friends and colleagues talk about Bitcoin over the past few months you eventually cave in and decide to make a small allocation in your portfolio. Fortunately, there are now a lot of different ways to gain exposure to BTC. Of course you could buy spot BTC and store it in your personal hardware wallet, however, this process can be complicated and is not the best user experience.

Samneet Chepal

Nov 16, 2021

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A Quantitative Analysis Of The BTC Futures ETF

After hearing many of your friends and colleagues talk about Bitcoin over the past few months you eventually cave in and decide to make a small allocation in your portfolio. Fortunately, there are now a lot of different ways to gain exposure to BTC. Of course you could buy spot BTC and store it in your personal hardware wallet, however, this process can be complicated and is not the best user experience.

Samneet Chepal

November 16, 2021

Hypersphere and LedgerPrime Write the First DOT Option

The demand for Polkadot-related (DOT) financial products is maturing as LedgerPrime and Hypersphere collaborate to write the first-ever option contract for DOT. The two funds will continue to collaborate to provide liquidity for the DOT market and create a vibrant Over-The-Counter (OTC) option ecosystem for Polkadot.

Samneet Chepal

October 4, 2021

Investigating Bitcoin Market Crashes With Option Probabilities

Whether it be scanning through an early stage token’s Discord server for alpha leaks or studying on-chain ETH data, the best crypto investors rely on some form of data analysis in their investment decision process. Given these two methods are already quite well known, we wanted to explore a novel signal extracted from the crypto options market and determine whether it contains any useful insights. The purpose of this research piece is to derive the theoretical implied probabilities from Deribit’s BTC option prices and analyze whether we can use this rarely used signal in the alpha generation process.

Samneet Chepal

September 11, 2021

Decentralized Volatility Trading With Opyn

While we’ve seen incredible growth in centralized option markets over the past several months, developers across the world are working incredibly hard to bring options to DeFi. Opyn is one of these teams which recently launched their V2. In this update, I was happy to see users can now place option spread trades with improved capital efficiency. Furthermore, the market-making quoting system through the 0x API allows for competitive option prices relative to centralized venues such as Deribit.

Samneet Chepal

August 31, 2021

The chief investment officer of a $150 million crypto hedge fund shares 3 altcoins of layer-one protocols that could 'attract a lot of capital' — and 2 emerging trends to watch in the year ahead

The ex-Wall Street trader-turned crypto hedge fund CIO shares 3 layer-one protocols he likes and examples of 2 emerging trends to watch in 2022.

Business Insider

December 9, 2021

Bitcoin Prices Fell To Almost 2-Month Low—What Should Traders Expect Next?

Bitcoin prices dropped to their lowest since October 6 today, repeatedly moving below the key support level of $53,000. Analysts weigh in on what the cryptocurrency will likely do next.

FORBES

December 4, 2021

Ex-Wall Street Quants Net 78% Return in Crypto Options Boom

LedgerPrime wins from a slew of derivatives-powered strategies. Options market is becoming big enough to sway spot prices.

Bloomberg

June 21, 2021

How One Fund Used the Carry Trade to Beat Bitcoin

LedgerPrime's crypto quant fund is up 78% thanks to price discrepancies in the spot and derivatives markets.

Coindesk

June 25, 2021

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