Systematic Alpha Cryptocurrency Arbitrage Master Fund, Ltd. - AlphaMaven Performance Report
Systematic Alpha Cryptocurrency Arbitrage Master Fund, Ltd. (SACAF) aims to deliver consistent pure alpha returns by trading arbitrage opportunities in major cryptocurrencies, such as Bitcoin and Ethereum, on most liquid cryptocurrency exchanges. SACAF targets a ROR of above 15%, with no down months, and a Sharpe Ratio of over 4.