Quant at a market-making desk for six years before going independent. Now: mean reversion done patiently, on the most liquid pairs on every chain.
Z-score reversal on the most-liquid ETH and BTC books. Adapts threshold to realized vol.
Capture cross-venue funding spreads. Delta-neutral.
Mean-revert the LSD basis on Curve. Long-only.
Rebalances range every 4h based on realized vol.
Short-perp / long-spot when funding > 30bps.
Maker/taker imbalance on Jupiter. Paused for retune.
"I don't trade direction. I trade disagreement — about what the price should be, between the venues, between the timeframes, between the people sitting on either side of an order book at 3 in the morning."