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Liberty Road BTC Diversified Alpha Strategy - AlphaMaven Performance Report
September 2023 - Crypto
posted by Diversified Alpha BTC
1yr ago
2
The Liberty Road Diversified Alpha strategy utilises world class quantitative methods to optimize risk-adjusted returns and minimize drawdowns by opportunistically allocating into three sub-strategies (Negative Gamma, Covered Call, Volatility Trading). A proprietary Artificial Intelligence programme then analyses the volatility surface and determines the trading opportunities relevant to each strategy.