MNV CAPITAL | Portfolio Management




MNV CAPITAL |
PORTFOLIO MANAGEMENT

The INCR STRATEGY is a high frequency algorithmic trading strategy on crypto-currency futures. We offer the strategy on five crypto-currencies:
BCH
,
BTC
,
ETH
,
LTC
, and
XRP
. We offer a choice of
TARGET-LEVERAGE
and
RISK-LEVEL
in order to tailor the strategy to the client's requirements.

The strategy seeks to gain additional crypto-on-crypto returns by capturing fluctuations in the price of the specified crypto-currency through
SCALPING
as well as providing two-way liquidity in order to capture bid-offer spread through
MARKET MAKING
.


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INCR STRATEGY |
PORTFOLIO CHARACTERISTICS

There are four components to the strategy:
LEVERAGE
,
SCALPING
,
MARKET-MAKING
and
COMMISSION
:

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  • A target-leverage can be applied to the portfolio at the discretion of client
  • Leverage increases/decreases through trading as the price of crypto-currency fluctuates
  • The system carefully rebalances to target when economical
  • Risk controls ensure that portfolio characteristics remain within expectation whilst minimising interference with machine-learned trading decisions.

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  • Scalping strategy sells on price-increases, and buys on price-decreases
  • The trading regime alters when system determines market is trending
  • Increment sizes and detection of trending-vs-ranging market is dynamic, determined via machine learning

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  • System seeks to capture bid-offer spread by showing two-way prices to the exchange
  • High-frequency market-making system trading thousands of times in a day
  • Consistent returns with low risk and low P&L-volatility

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  • Each trade is implemented as ‘Maker’
  • Maker trades earn a fee-rebate from the exchange
  • Fee-rebates boost the portfolio by adding yield-like returns