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Liberty Road Capital ETH Volatility Trading Strategy - AlphaMaven Performance Report
February 2024 - Crypto
The Liberty Road Volatility Trading strategy utilises world class quantitative methods to map a live volatility surface. A proprietary Artificial Intelligence programme then analyses the volatility surface and maximises or minimises the risk premium obtained by selling and buying puts and calls at the peaks and troughs on the volatility surface. The algorithm analyses both the absolute risk premium compared to historical parameters, but also evaluates mispricing opportunities on the vo